GX Risk Analyst, Associate 1
State Street Corporation
Krakow
19 d. temu

GX Risk Analyst

State Street Global Exchange Analytics’ truView platform is a web-based application providing a full suite of analytics that give clients insight into the risks and performance of their investment portfolios.

Supporting all asset classes the platform produces analytics such as : stress testing, value at risk (VaR), position specific analytics for derivatives (delta, gamma, vega etc.

and fixed income characteristics such as duration and convexity.

  • The successful candidate must be familiar with financial markets and financial instruments including valuation models and risk analytics to support our risk management services;
  • good verbal and written skills.

    Primary Responsibilities :

  • Preprocess of all holdings data and enriching with Security Master attributes
  • Day to day client servicing through risk reporting across several locations in US, EMEA and APAC
  • Perform daily reconciliations on a range of data and risk analytics
  • Follow and working on existing, clearly defined procedures, to solve routine problems
  • Understanding of Value-at-Risk methods, sensitivity measures and Stress Testing techniques
  • Work co-operatively with other risk groups in different locations and time zones
  • Provide adequate documentation and backup of all operational processes
  • Assisting Senior risk analyst with ad-hoc client queries
  • Other duties as assigned
  • Participating in local training sessions for skills development
  • Required Qualifications :

  • Bachelor’s degree in Mathematics / Finance / Economics or equivalent
  • Financial servicing experience preferred not required
  • Understanding of financial products, models and methodologies essential
  • Knowledge of risk analytics like value at risk (VaR), option pricing, profit and loss, statistical & distributional analytics would be an advantage
  • Strong Analytical and problem solving skills
  • Effective verbal and written communication skills and excellent interpersonal skills
  • Excellent PC skills. Proficient in Microsoft Office.
  • Basic knowledge of SQL and advanced usage of Bloomberg
  • Attention to detail is very important
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