Valuation & Risk Control Analyst

£450 - £550 per day
image

PLEASE CONTACT

TAMRYN GEORGE


Valuation and Risk Control Analyst
12 months contract role - £550.00 daily rate
ENTITIES: CIB / ITO / Global Market Operations
The Valuation & Risk Control team sits within Capital Markets and is in charge of:-

  • Analysis of the standard parameters allowing to calculate the valuation of the books,
  • Monitoring of “local” risk limits and analysis of the results realized on the books in the light of the mandates of the traders.
  • Control of the good use of the models and their parameter setting for the calculation of the official result.
  • Management of the « abnormal trading patterns » follow up process
  • Follow-up of the projects on the market data and the economic P&L
  • Management of the “X-Risks” Dashboard


The Valuation & Risk Control team intervenes on the whole perimeter where Capital Markets is present, meaning on the principal money markets (New York, London, Hong-Kong, Tokyo, etc).
Paris GECD Valuation & Risk Control is part of the Capital Markets Valuation & Risk Control.
Valuation & Risk Control Capital Markets reports to the global COO of Markets Capital.
MISSIONS
We are looking for a valuation and risk controller who will be in charge of the team mandate with a direct link to Trading, Research, Finance and Operations.
Inside a team of a human scale in a dynamic environment, the ideal candidate will be firstly a willing participant with a very good knowledge on the trading book analysis under the three axis Risk-Underlying-Model, secondly a very good communicator able to detail the methodologies used for computation or discuss the results in various committees. But he will also take an active part in the team projects and finally will have the potential and the behaviour to become a new leader in the team.
OBJECTIVES

  • Ensure the independent verification of prices for Equity Derivatives activity (EQD)
  • Produce reports highlighting the underlying coverage and the IPV (Independent Price Verification) results
  • Ensure the control and the validation of the pricing methodologies used for the Official Profit & Loss calculation
  • Ensure a close follow up on the market data cartography and pricing config cartography
  • Analyse the risks on the trading books


PROJECTS

  • Implementation of new processes where the responsibility is being transferred from another team. Identify and request pricing methodology updates with the help of the Market Risk team
  • Implementation of new processes coming from regulators decisions
  • Work on the automation of manual processes launched via Excel/VBA/Python spreadsheets and/or Access databases
  • Improve our internal systems with the help of IT teams
  • Be proactive in the propositions fr the improvement of the actuals process/methodologies


NECESSARY TECHNICAL SKILLS

  • Excellent knowledge in Math’s or Statistics
  • Strong knowledge on a wide range of derivatives products with a good appreciation of their pricing drivers
  • Strong programming skills in Python, Excel/VBA & Access
  • To be able to work in a demanding environment, with the ability to work well under strong pressure.
  • Fluent English spoken
  • Excellent communication, quantitative and analytic skills


NECESSARY BEHAVIOUR SKILLS

  • To work in a climate of confidence and to adhere to a project or a new organization
  • To be very self-disciplined, reactive, able to take initiatives and autonomous in its job
  • Constant worry of the good quality of the rendered customer service
  • Strong team player as it is important to interact successfully with other team members and management.
  • Sense of the risk
  • Creativity and Innovation / Ability to solve issues


We are offering a strategical role in a stimulating and challenging environment inside a growing department that allow you to develop yourself and take benefit of real evolution perspectives.

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

 

To stay safe in your job search we recommend that you visit SAFERjobs, a non-profit, joint industry and law enforcement organisation working to combat job scams. Visit the SAFERjobs website for information on common scams and to get free, expert advice for a safer job search.

MORE JOBS LIKE THIS
MORE JOBS LIKE THIS
  • Cloud Support Engineer (Dublin)
    £54217 - £90361 per annum + benefits + bonus

    **Permanent roles**

    €60k to €100k (basic) + benefits + competitive bonus

    SPONSORSHIP AVAILABLE

    We are working exclusively with one of the most revolutionary tech companies in Dublin today!

    They are scaling rapidly and looking for Cloud Support Engineers on a permanent basis.

    As a Cloud Engineer, You will be supporting channel availability on a 24x7 basis for the cloud-native technology platform for one of their dedicated lines of business.

    As this is a Cloud Support Engineer position, day to day, you will be expected to -

    • Supporting the platform on a day to day basis

    • Supporting change development and delivery through the CI/CD pipeline

    • Help solve complex and mission-critical problems, internally and externally.

    Essential

    • Cloud Support Engineer background (or something similar)

    • Experience with cloud-based technologies (ideally AWS)
    • Proven experience of working with ITIL disciplines

    Desirable

    • Exposure to modern database technologies including CockroachDB
    • Knowledge of cloud-native monitoring platforms (Prometheus, Thanos, Grafana, ElasticSearch)
    • Agile and DevOps principles
    • Any AWS certifications

    McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

  • DevOps Engineer - AWS (permanent)
    £80000 - £140000 per annum + benefits + bonus

    **Permanent roles**

    **£80k to £140k per annum (+ benefits + bonus)**

    **SPONSORSHIP AVAILABLE**

    The company

    A Fortune 500 company based in the City of London.

    The role

    The company are expanding their cloud division and looking for DevOps Engineers to be part of their journey.

    As a DevOps Engineer, You will design and build cutting-edge infrastructure, cloud-based software products running on AWS (Amazon Web Services). You will also need knowledge of Kubernetes and Terraform.

    The responsibilities

    • building and setting up new development tools and AWS infrastructure.
    • understanding the needs of stakeholders and conveying this to developers.
    • working on ways to automate and improve development and release processes.
    • testing and examining code written by others and analysing results.
    • Work closely with key stakeholders to capture, analyze, and derive DevOps requirements
    • Implement and stay abreast of Cloud and DevOps industry best practices and tooling

    Essential

    • DevOps Engineer background (or something similar)

    • AWS cloud experience (Amazon Web Services) - Lambda, EC2, RDS, S3, Redshift, VPC, IAM etc

    • Infrastructure as Code - Terraform, CloudFormation

    • Kubernetes (K8S) experience

    • Coding/programming experience - Java, Python, Go, Scala

    Desirable

    • Any certificates in AWS (AWS Certified DevOps Engineer, AWS Certified Solutions Architect, AWS Certified SysOps Administrator)

    McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

  • Senior Business Analyst - Funds
    £650 - £750 per day + (Inside IR35)

    My leading global banking client are looking to bring on a Senior Business Analyst with extensive experience in securities services.

    Candidates must have:

    • Extensive experience as a Business Analyst in Securities Services positions
    • Extensive experience of the Fund Order Custody business,
    • Storng working knowledge of vendors such as Calastone, Arcesium, Hedgepole or Clearstream
    • Exceptional requirements gathering and documentation skills
    • Outstanding communication and presentation skills; effective at all levels
    • Proven presentation and stakeholder engagement skills
    • Conversant in both waterfall and agile methodologies
    • Comfortable with technical concepts and flows
    • Excellent analytical and problem-solving skills
    • Ability to work alone and as an effective part of team
    • Excellent organisational skills

    McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.