Market Risk Analyst

3 days left

Recruiter
Prime Personnel
Location
London
Salary
49000.00 GBP Annual
Posted
27 Jul 2017
Expires
24 Aug 2017
Contract Type
Permanent
A major international bank is seeking a dynamic new addition to its market risk reporting team Your duties will cover:

- Producing reports on the performance and risk sensitivities of the European Treasury Dept.

- Reporting on the current liquidity gap
- Interbank Credit Reporting
- Analysis of the positions and comments on the global markets
- Analysis on the VaR

- Monitor/Report on performance and position limits

Your experience must include:

- Proven relevant market risk reporting experience gained within international banking
- Excellent understanding of financial products - Interest Rate, FX derivatives and commodities
- Good understanding of market risk sensitivities
- Advanced Excel is essential with VBA and MS Access
- Degree educated
- Professional qualifications preferred
- Funds Transfer Pricing experience preferred