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Trainee - Market Risk

The Programme 

Market Risk APAC regroups the product control and market risk activities of Natixis APAC (including Japan). It encompasses market risk management, P&L and risks indicators certification and reporting, and Independent Price Verification (IPV) processes. 

What You Will Do 

Within the Risk division, as part of the Market Risk department, Market Risk IPV APAC pillar is primarily in charge of data controls, quality, certification and monitoring of: 

  • Market data: in charge of validating and controlling market data in front office tools.
  • Static data: in charge of creating, maintaining and controlling the static data for instruments and parameters into the Front Office tool.
  • Complex marking: IPV adjustment from TOTEM or other market prices are computed by the Head Office team (Paris). Market Risk APAC Independent Price Verification (IPV) focus on analyzing the IPV impact in Asia books and follow up with Asia Front Office.
  • Observability: provide input to Head Office Observability & Analytics (O&A) team to facilitate observability assessment. 

The candidate will need to maintain on-going interactions with the 2 other pillars of Market Risk APAC: Forward Risk & Traded Risk teams. 
 
 Core Duties of the Function:

  • Market data certification and static data creation: Analyse and validate different market data parameters on Equity prices, Yield curves, FX spot, Volatilities, Correlations.
  • Perform multiple levels of data control to detect and correct market data breaches.
  • Work closely with Front Office to resolve pricing disparities and significant moves.
  • Create and maintain various static data and instruments in different internal systems.
  • Biweekly monitoring and analysis of IPV for all asset classes in Asia (Equity, Fixed Income, FX).
  • Deep dive of all reserves impacting Asia: Bid/Offer reserves, Model reserves etc.
  • Participate in the APAC expansion projects, as part of Natixis APAC strategic plan.
  • Participate and assist in Natixis global projects regarding FRTB, Harmonization and Turn Effect projects.
  • Use statistics and data visualization to prepare monthly and quarterly reporting.   

Required Skills and Abilities 

  • University graduate in Finance related discipline.
  • Strong analytical skills demonstrated by math or science qualifications is a plus.
  • Prior experience to use Bloomberg and Reuters.
  • Knowledge of financial products and markets of the relevant asset class.
  • Strong attention to details.
  • Strong communication skills with the flexibility to communicate and build relationships with Front Office, Middle Office and operations.
  • Flexible team-player with a proactive and positive can-do attitude.
  • Proficient in SQL and VBA is an advantage.
  • Good knowledge of accounting standards in a plus. 
Closed 7 months ago
Closed 7 months ago
  • Job type:Graduate Jobs
  • Disciplines:

    Banking and Finance

  • Citizenships:

  • Locations:

    Hong Kong (Hong

    ...
  • Closing Date:17th Mar 2021, 6:00 pm

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