About the role
Measure, monitor and report market risk across trading portfolios for a Frankfurt bank.
Measure, monitor and report market risk across trading portfolios for a Frankfurt bank. This is a hybrid role based in Frankfurt, Germany. The successful candidate will join the banking team and work closely with senior stakeholders.
Responsibilities
- Run and challenge VaR, stress-testing and sensitivity analysis
- Monitor limits and escalate breaches
- Report risk positions to senior management
- Support model validation and regulatory reviews
Requirements
- 5+ years in market risk
- Strong quantitative and Python or SQL skills
- Knowledge of FRTB and ECB expectations