Manager

About the role

As a member of this team, you will be accountable for handling production and delivering change across the Value at Risk Back-Testing (VBT) Program. This team handles VBT controls and reporting at a granular level across the entire Global Markets Business This will include liaising with with book-runners globally across all trading businesses (Equities, Credit, Fixed Income, FX, Commodities, etc.) and analyzing VaR overages.

What you'll do

• As an Individual Contributor running VBT controls including identification of overages and working with BFC teams to complete due diligence process
• Partnering closely with Finance, Risk and Technology to implement technology solutions
• Ensuring documentation is complete and accurate
• Production of dashboards which are consumed by Finance teams for identification of breaks which require remediation Engaging with the key stakeholders including Front…
• As VBT process is audited regularly this individual will work closely with VBT Leads to collate evidence to satisfy audit requirements/requests

What you need

• 6–8 years in finance, audit & banking
• CFA
• Market risk
• Alteryx
• Tableau
• Capital markets
• Due diligence
• CFA or MBA