Descrição da Empresa

A Fórum Selecção é uma empresa nacional fundada em 2002 e especializada nas áreas de Recrutamento e Selecção, Trabalho Temporário e Insourcing. As nossas equipas são constituídas por técnicos com uma longa experiência académica e profissional, que se regem por elevados padrões éticos, de rigor e profissionalismo, mantendo a confidencialidade e o respeito pelos nossos clientes, candidatos e colaboradores.

Descrição da Função

Fórum Selecção is looking for a Market Risk Credit Consultant (M/F) for a Corporate Bank Main activities: - Identify and document impacts of the reform on risk and PnL metrics, in particular on Market Liquidity monitoring 1. Evolution of structural liquidity on IR markets might require a specific monitoring of such markets (especially IPV-wise) which might itself triggers changes in limits, reserves/PVA and capital measurement; 2. Observability level should be reviewed according to the market development; RFR market development 3. New products requiring a potential model adaptation might be introduced; 4. New listed products indexed on RFRs (Futures 1m and 3m); 5. Optional products indexed on new RFRs; 6. New RFR risk axis should be included in FRTB and EBA Stress-Testing scopes; RFRs discounting : Evolution of collateral terms (on cleared and non cleared contracts) might require a specific monitoring on the exposures IBOR disappearance; 7. New fallback provisions based on €STR should be agreed by the main stakeholders to ensure the IBOR contracts continuity and might lead to several issues. Potential P&L impacts should be measured if such provisions get triggered; - Establish the business requirements for current and to be implemented tools; - Coordinate with teams’ leaders and colleagues the definition of the target dashboards, analyzis and reportings : - Definition and supervision of standardized dashboards setup in relationship with the relevant leaders and analysts; - Documentation : business requirements, procedure; - Tests / UAT on IT deliveries; - Highly involved in the regulators’ requests on the topic; - Key stakeholder of the governance : with IT, in preparing Committees’ documentation; - Key role in transferring the setup mandate to analyst for the run mode Profile and skills we look for: - Master’s degree on Finance / Economics / Engineering / Mathematics; - Experience in Market Risk, Interest Rate Markets, Project Management, Change Management; - Excel (advanced); - Fluent English; - Preferred french Temporary project (11 months) - Schedule between 9.00 am and 6.00 pm (Hybrid)

Localização

• Porto, Portugal