Financial Risk Analyst Financial Risk Analyst …

Barclay Simpson
in London, England, United Kingdom
Permanent, Full time
Last application, 23 May 20
355,000
Barclay Simpson
in London, England, United Kingdom
Permanent, Full time
Last application, 23 May 20
355,000
Barclay Simpson
The role is working for one of the worlds largest asset manager .The role will be looking across Market, Credit, Liquidity and Business risk across all business models.

Main activities:

  • Look at the risk with the fund where they run traditional risk metrics, var. back testing and how they manage hedging.
  • Look at ICAP and the models which are owned by the team, as well as developing on the models.
  • Look after counterparty risk across the firm, fund and corporate.
  • Look at the pension fund.
  • Business risk – do business risk modelling, capital and liquidity positions and putting statistics around it.
  • Counterparty risk monitoring
  • Corporate liquidity monitoring and analysis
  • Reporting/analysis relating to the above and preparing presentations for a senior audience.
  • Monthly economic capital calculations for Market, Credit, Operational and Business risks – interpret results and explain changes. Ongoing maintenance of quantitative models

 

Key Skills and Experience:

  • Strong academics – degree educated in a highly numerate subject.
  • An interest and understanding of financial markets and basic concepts such as option pricing, Value at Risk, Monte Carlo simulations and fat-tailed distributions
  • Knowledge of distributions, statistics and time series analysis. Exposure to financial models like Normal/Log Normal/Multivariate/Mean Reverting a plus
  • Working knowledge of pricing and risk measurement techniques e.g. Tree pricing, Monte Carlo
  • Essential IT skills: VBA, Python

 

If you would like to know more or would like to apply for the role please feel free to email mk@barclaysimpson.com

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