Risk and Financial Structuring Analyst (ALM+FS) (M/F)

Our client is seeking an Asset Liability Management and Financial Structuring Officer (ALM and FS) to oversee the monitoring and reporting of structural balance sheet risks, including liquidity, interest rate, and foreign exchange risks.

This role involves supporting strategic decision-making through high-quality analysis and reporting. You will leverage data science tools and advanced analytics to develop and maintain quantitative, data-driven financial solutions.

The ideal candidate will be responsible for designing and automating reporting tools for key risk metrics and will report directly to the Head of ALM and Financial Structuring.

Key Responsibilities :

Monitor and analyze structural risks related to liquidity, interest rates, and foreign exchange, producing comprehensive ALM reports.

Develop and implement strategies and instruments to mitigate risks associated with the liquidity profile of our client.

Utilize data modeling techniques to compute, forecast, and optimize costs and risks for our client and their stakeholders.

Refine existing quantitative models or build new ones to effectively forecast and measure liquidity positions and other financial risks.

Contribute to the advisory role of ALM by informing management on key financial risk factors impacting balance sheets.

Assist with liquidity and collateral management by estimating future exposure for a derivatives portfolio using various analytical methods.

Collaborate with internal teams to integrate complex information layers, providing critical strategic advice to support senior management decisions.

Qualifications and Experience :

Bachelor’s degree in finance, economics, computer science, engineering, mathematics, or a related quantitative field.

Strong proficiency in data analysis, statistics, and quantitative modeling.

In-depth knowledge of financial risk management, derivatives, and risk mitigation strategies.

Proficiency in programming languages such as Python, R, VBA, or similar.

Familiarity with relational databases, including Microsoft SQL Server, MySQL, or SQLite.

Experience with version control tools like GIT.

Proficient in Microsoft Office Suite (Excel, Word, PowerPoint).

Professional qualifications like FRM, CFA, CQF, or similar are advantageous.

Excellent communication skills in English, both written and oral.

Experience with business intelligence tools, such as Microsoft Power BI or Tableau.

Key Competencies :

Strong analytical and problem-solving abilities.

Critical thinking and innovative mindset.

Excellent communication and interpersonal skills.

Adaptability, resilience, and flexibility in a dynamic environment.

Collaborative team player with a commitment to inclusiveness and respect for diversity.

Strong focus on personal and professional development.

Application Details :

Application Deadline : 03 October 2024

Expected Start Date : As soon as possible

Contract Type : Interim contract

Duration : Six months, with the possibility of extension up to 12 months.

Our client is an equal opportunity employer, committed to diversity and inclusion. They encourage applications from all qualified candidates, regardless of gender, nationality, age, race, culture, education, religious beliefs, sexual orientation, or disability, with a particular focus on enhancing gender diversity.

Note : The hiring process may include adjustments to job responsibilities. Successful candidates may be placed on a reserve list valid for six months, during which they may be considered for similar roles.

After this period, reapplication is required for further consideration.