Quantitative Analyst Risk Reporting | Fund

Quantitative Analyst Risk Reporting | Funds

Our client is the asset management of an international bank in Zurich. We are looking for a 'quant' professional (m, f, d).

Aufgaben

• Ensure appropriate risk reporting for investment products including derivatives related to trading and treasury activities
• Report of results to the Executive Board and the Risk Committee
• Maintain and improve reporting processes to ensure timely, efficient and accurate reporting
• Ensure appropriate product review by functions e.g. Legal, Accounting
• Assess risks embedded in products
• Review market risk assessment performed by trading and treasury
• Prepare risk assessment reports for various committees
• Control market, credit and operational risks included in banking activities
• Control of financial instrument models and reconciliation of data to ensure accuracy of reports
• Ensure the function...