RISK CAPITAL MARKETS /
MIDDLE OFFICE MANAGER
As an R-CM Manager you will: MIDDLE OFFICE MANAGER
- Work to ensure consistency with BNP Paribas wide risk management policies, procedures, and practices with respect to limit structures, risk measurement methodologies, valuation methods, risk monitoring, and reporting.
- Meet with the various risk creating business units within BNP Paribas Hungary Branch to determine that market risk exposures are properly reflected in the risk reporting.
- Monitor market risk exposures and analyze the reasons for changes in the type or level of exposure, or in the allocation of such exposure and report any concerns about the overall level of market risk.
- Work with BNP Paribas Central R-CM to oversee compliance with market risk limits, investigating violations and reporting these violations, the reason for their occurrence, and recommended corrective action to appropriate levels of Management.
- Coordinate the development, with the appropriate departments, of systems which either redress shortfalls in required reporting or which provide additional analytic capabilities not previously existent.
- Guarantee that market parameters used for revaluation purposes reflect true market conditions.
- Report to the Head of Territory and as well to the Group Risk Management.
- Support and control deal capture and deal flows in the front office system.
- Manage P&L production and analysis, explain unusual figures.
Qualities required are:
- 5 to 8 years relevant working experience.
- University degree preferably in finance or accounting.
- Knowledge of Reuters Kondor would be an advantage.
- Familiarity with IAS and Hungarian accounting standards.
- Financial mathematic skills.
- In-depth knowledge of financial products and derivatives.
- Strong analytical and problem solving skills.
- MS Excel Visual Basic programming skills.
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