Market Risk Specialist
Wioletta Augustyn
Hi, I’m Wioletta Augustyn and I’m the person to talk to if you’re interested in this job.
Phone:+48 791 592 727
Email:wiolettaaugustyn@cfw.pl
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Main responsibilities
- Performs processes and procedures in the qualified approach of market risk measurement according to the regulation for investment funds.
- Cooperates across borders with other companies and branches.
- Carries out special tasks of the Risk Measurement department as follows:
- Performs decomposition, modelling and integration of derivative securities und structured instruments into the daily process of market risk measurement
- Performs pre-trade eligibility checks of new assets with respect to the valid legal and technical requirements for risk management of investment funds
- Conducts assessments of the necessity and the applicability of the qualified approach for market risk measurement in the case of launching new investment funds or the conversion of existing port-folios (concept check)
- Answers ad-hoc inquiries and conducts calculations and analysis related to client reporting requests
Person Specifications
- Practical experience in market risk and the validation of risk figures for multi-asset investment funds.
- Excellent knowledge and understanding of financial markets.
- Intermediate to advanced level in two or more programming languages like VBA, SQL, R, Matlab, or Python.
- Results orientation, self-reliant working, outstanding quality and reliability, unsolicited communication, customer service focus.
- Fluent in spoken and written English, German language skills would be an asset.
Are you interested?
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