Coordination of the monthly Market Risk committees (minutes, material preparation) as well as risk material production for other risk committees (governance, model, stress-testing). * Contributions to the implementation and maintenance of the market risk framework (including policies and procedures, Operational Risk, Tools & Model), ensuring alignment with industry best practices, regulatory standards and firm objectives. * 3-5 years market risk experience and understanding of key market risk concepts, processes and models (e.g. traded products, VaR, stress testing, risk/limit management) * Good knowledge of the regulatory environment around market risk capital modelling in Europe (e.g. CRR, EGIM, BCBS 239, FRTB)
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