Market/Liquidity Risk Intern (M/F)

Key objectives of the job As 2 nd line of defence, the Market and Liquidity Risk Management department supervises and independently organises the assessment, the monitoring and the reporting of the market and liquidity risks undertaken by the Bank. The balance sheet management and the client flow management activities are under the supervision of the department Within this framework, the Market/Liquidity Risk Intern will be responsible for: Monitoring the bank-wide key liquidity risk indicators. Monitoring the dealing room activities, which includes the Structured Products and Foreign Exchange flow management desks. The scope of intervention may gradually be extended to support the on-going enhancements of liquidity and interest rate risk modelling. Deliverables and key activities Daily reporting and analysis of the LCR and the short-term liquidity gap to the senior management. Daily reporting of dealing room P L and market risk exposures (positions, sensitivities and Value at Risk). Support the team in the enhancement of the data management documentation pertaining to liquidity and interest rate risks.