Expert - Market Risk/PNL

About the role

Analysis and commentary of VaR (Value at Risk) Back Testing breaches. Suggesting steps to ensure reduction of VaR Back Testing breaches Co-ordinating with Accounting team to explain difference between Month End Accounting and Economic P&L. Practicing appropriate controls and reviews Daily P&L numbers and Adjustments.

What you'll do

• Create and maintain adequate documentation for the responsible process and implement appropriate controls and checks in the process
• Close contact with Traders to explain the daily P&L and provide swift service traders to adhoc request

What you need

• Market risk
• Financial statements
• Capital markets
• Valuation
• Reporting
• Accounting
• Any graduate