Equity Derivatives Market Risk Analyst # 102359
The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision-making that supports the bank's business. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfil our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.
You will be joining the Market & Liquidity Risk Management department (MLRM) in the Equity Derivatives team, focusing on the Quantitative Investment Strategies (QIS) and Fund-Linked Products (FLP) desks.
MLRM is part of the CRO Division and its primary objectives are to provide strategic and day-to-day risk management and control with respect to market and liquidity risks across the bank, and to make sure it is not exposed to unacceptable losses. To ensure these objectives are met, the team works closely with risk takers, risk managers as well as control and support functions.
This role is ideal for collaborative individuals who enjoy being challenged, have strong ethics and attention to detail.
Role key responsibilities:
- Analysing daily risk reports, challenging the desk and escalating material risks
- Understanding key risks and stress scenarios
- Ensuring all risks are well collected / represented in the risk systems
- Improving current risk framework (reports, VaR, stresses)
- Conducting pre-trade, deep dives and ad-hoc analyses
Open to discussing flexible/agile working.
- Graduate or Masters with a quantitative background (Maths, Physics, Finance, Economics) or equivalent work experience
- She / he will have experience in a Market Risk team, Trading role or a similar risk and product focused role
- You will have knowledge of derivatives products and pricing, ideally within Equities
- High professional and ethical standards
- Excellent communicator both verbally and in writing