Market Risk Analyst

Recruiter
Michael Page International Rec Ltd
Location
London
Salary
45000.00 - 55000.00 GBP Annual
Posted
13 Sep 2017
Expires
11 Oct 2017
Contract Type
Permanent
Working in the CVA risk team responsible for the reporting, analysis, monitoring and measurement of all market risk related activities.

Client Details

Investment Bank

Description

Monitor the business activity; analyse and report market risk exposure

Produce Daily, weekly and quarterly P&L

Report on changes in positions and risk exposure; key exposure

Periodic VaR and stress scenario analyses

Raise limit breaches to management in the Market Risk, Market Monitoring Activity and Front Office departments

Preparing one-off, new limit and new product requests

Enhancing our risk management methodologies

Take ownership and lead the delivery of key initiatives/projects within the agreed deadlines

Contribute to the design and maintenance of our risk measures and stress scenarios

Contribute to the development and maintenance of our valuation and risk policies

Provide methodological assistance to Market Activity Monitoring, in particular on complex products and risk measures

Profile

Track record in financial services

Background in risk management - market risk experience essential

Knowledge and experience in VaR reporting, stress scenario analysis, limit management and monitoring and P&L reporting and analysis

Knowledge of CVA market risk

Excel / VBA skills essential

Job Offer

Analyst level role paying competitive salary and benefits package