Market Risk Analyst

  • GBP250 - GBP350 per annum
  • London, England, United Kingdom
  • Temporary, Full time
  • Cameron Kennedy
  • 07 Dec 18

Market risk contractor required for fast moving international broking firm. You need at least 1yrs market risk related experienceand ability to evaluate and analyse positions and PNL for proprietary portfolios. You will need a solid understanding of FX and exchange-traded derivatives products.

Market Risk Analyst (Contract)

£250 - £350 per day

City of London

THE COMPANY

They are a well established international broking firm with a long history.

THE ROLE

  • Preparation and analysis of daily market risk reports, including, but not limited to,
  • VaR, stressed VaR, Initial Margin, stress testing, cashflow, PnL, operational risk
  • Verification of limits set on ETPs by automatic processes and HK office
  • Dealing with rejections on ETPs intraday
  • Maintenance of central market risk database
  • Ad hoc project work and analysis
  • Occasional cover for the Hong Kong office

SKILLS AND EXPERIENCE REQUIRED

  • At least 1yrs market risk related experience
  • Ability to evaluate and analyse positions and PNL for proprietary portfolios.
  • Background in mathematics or similar quantitative field
  • Solid understanding of FX and exchange-traded derivatives products
  • Good communication skills
  • Good team player
  • All SFL employees are expected to work to high standards of integrity and ethical behaviour.