Junior Risk Manager
- REYL Intesa Sanpaolo’s Risk Management Department in Geneva is looking for a Junior Risk Manager.
- You will gain and enhance your understanding of Risk Management best practices and improve about Bank’s businesses and the risks taken by them.
- Additionally, you will develop your skills of how risks (Credit, Market, Counterparty, Operational and ICT, IRRBB, Liquidity, FX, etc) are identified, measured, controlled and managed in a global financial institution using various measurement techniques including VaR, CVaR, stress-testing and scenario analysis.
- The role also offers excellent learning and interaction with cross-regional departments across business lines and governance and control functions, such as Credit, Compliance, AML/AFC and Internal Audit.
- Defining, in line with the company's strategy and objectives, the implementation of the Group's guidelines and policies with regard to the various risk types to which the Bank and its subsidiaries are exposed
- Monitoring and analysing the overall risk profile Credit, Market, Counterparty, Operational and ICT, IRRBB, Liquidity, FX, etc) of the Bank and its subsidiaries, ensuring that risk exposure is kept within the desired level (risk appetite)
- Ensuring the monitoring of overall risk in terms of quality, composition and evolution by ensuring compliance with the risk appetite, credit guidelines and strategies, through continuous monitoring of the trend of specific risk
- Assessing and monitoring the client risk exposure and the riskiness of the products and services provided
- Defining, adopting, and monitoring methodologies, procedures, and parameters for calculating the risk indicators
- Coordinating the implementation of the Group's guidelines and policies on risk identification, monitoring and management by the Bank and its subsidiaries
- Carrying out Level II monitoring and controls on the relevant operations and processes as per the Internal Control System Regulation
- Identifying and setting up methodologies and procedures to assess clients’ and bank’s risks, according to Bank’s service model and in compliance with relevant regulations
- Customizing analysis and reporting of clients’ portfolios taking into consideration the different financial services provided
- Reporting according to parent company requirements
- Master’s degree in financial economics, econometrics, or STEM faculties
- Deep knowledge of financial modelling with a strong quantitative background
- Up to 2-3 years of experience in a methodology/risk modelling/analytics function covering either financial, operational, market or credit risk
- Hands-on experience in programming languages such as R, SAS or Python
- Understanding or higher practice of the local law requirements
- Availability for international travel (a nice to have)
- Fluent in English; another language (French and/or Italian) would be beneficial
- Swiss domiciliation/residence