Experienced consultant: BA (valuation) / PM PARIS

Job: Experienced consultant: BA (valuation) / PM PARIS

Job description


For a project in Paris, we are looking for a business analyst/PM with knowledge of valuation, P&L, and Risk Monitoring.

Your role will be to provide organizational solutions based on your previous experiences.

 

You must have (mandatory)

-         At least 15 years’ experience in the banking sector (including 4 years as a business analyst)

-         Experience in project management / PMO

-         Good knowledge of Valuation, P&L, and Risk Monitoring parts.

Permanent position or Freelance

 

 The goal of the project:

 

The aim of the project is to strengthen the bank's market activities along a number of strategic lines, including valuation, profit and loss, risk monitoring.

The project will also strengthen the bank's market activities.

You will be in contact with the Front Office as well as the Risk and Finance departments.

 

The project:

You will be in charge of the following tasks:

  • Act as Global Markets main entry point for the Observability and Asset Levelling streams of the Valuation taskforce, and possibly for the whole Valuation taskforce

 

  • Contribute to the practical design and implementation of the observability assessment at trade level, including:
    • Use of trade-level reserves to assess materiality of market parameters uncertainty and model uncertainty
    • Introduction of incremental CVA criteria.

 

  • Assess the P&L and RWA impact of the new observability and asset levelling approaches on the actual stock

 

  • Participate to the definition and calibration of materiality thresholds and other relevant parameters

 

  • Coordinate with IT teams implementing the target architecture (feed with others systems like sophis, Summit, Murex..)

 

  • Tackle dependencies with the work carried out as part of the Reserve & AVA stream of the Valuation taskforce

 

  • Take part to discussions regarding the governance of the valuation chain insofar as Front office is concerned.

Details:


Location: France

City: PARIS

Experience: 15 ans minimum dans le secteur bancaire

Job salary: A DISCUTER

Job Type: Full-time

Skills: Business analyst,PMO,Project Manager

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