Risk Analyst

Job description

Position Description:

Direct Responsibilities

• Understanding of the flow & overall business in investment banking

• Ensuring the accurate calculation of capital measures such as value-at-risk (VaR), stress VaR, Incremental Risk Charge (IRC), and Comprehensive Risk Measure (CRM) including the floor calculation, counterparty risk exposure capital and VaR-on-CVA for the perimeter covered by the approved internal models.

• Ensuring the timely re-calibration of these models and performance of back-testing to support the usage of these models for the capital declaration.

• Ensuring the accurate calculation of other critical risk measures such as credit value adjustments and market risk reserves that impact the bank’s P&L

• Ensuring the timely provision of other risk measures such as stress testing and Greeks required by users for limit monitoring, analysis and reporting.

• Ensuring users of the system receive the agreed level of service

• Responsible Data integrity: responsible to check the data integrity within the system.

Research, diagnose, troubleshoot and identify solutions to resolve functional/data issues/queries

• Able to understand KPI reporting, prepare accurate and timely reports

Provide a first level of explanation on level and the movements of the risk metrics displayed and computed within Risk Systems: Risk Sensitivities, Capital Charges, Reserves, Stress Tests, CVA, Limits, and Exposure.

• Appropriate and timely communication with all stakeholders

Successful candidate is expected to perform the above tasks in collaboration and agreement with the team leaders, project leads and other development staff, and where necessary with the Business Analysts, Application Production and Infrastructure teams.

• Functional/Business Support experience.

• Awareness Market and counterparty RISK

Technical & Behavioral Competencies

Technical Qualification

• Ability to multi-task, work under pressure & tight deadlines

• Self-motivated and highly professional with ability to lead and take ownership and responsibility

• Team player with strong interpersonal, oral and written communication skills.

• Hands-on experience in Unix/Linux systems and Shell or Python scripting.

• Hands-on experience in SQL - Sybase.

• Experience of Java would be an added advantage.

• Knowledge of Capital Market or Market Risk and Credit Risk would be an added advantage.

Non-Technical Qualifications

• Excellent communication both verbal and written.

• Excellent problem-solving and logical thinking.

• Team player

• Process-oriented

• Innovation/Out-of-the-box thinking

Skills:

·  English
·  Linux
·  Python
·  Shell Script
·  SQLite

What you can expect from us:

Together, as owners, let’s turn meaningful insights into action.

Life at CGI is rooted in ownership, teamwork, respect and belonging. Here, you’ll reach your full potential because…

You are invited to be an owner from day 1 as we work together to bring our Dream to life. That’s why we call ourselves CGI Partners rather than employees. We benefit from our collective success and actively shape our company’s strategy and direction.

Your work creates value. You’ll develop innovative solutions and build relationships with teammates and clients while accessing global capabilities to scale your ideas, embrace new opportunities, and benefit from expansive industry and technology expertise.

You’ll shape your career by joining a company built to grow and last. You’ll be supported by leaders who care about your health and well-being and provide you with opportunities to deepen your skills and broaden your horizons.

Come join our team—one of the largest IT and business consulting services firms in the world.