Market Risk Analyst

  • Daily rate of £300- 350 per day.
  • London, England, United Kingdom
  • Permanent, Full time
  • Huxley Banking & Financial Services , EA Licence No: 09C5506
  • 13 Apr 19

A Top Tier Investment Bank are recruiting for a Market Risk Analyst to join their Market Risk Management Process team and to predominately be part of their FRTB programme.

Market Risk Analyst

The Market Risk Analyst will need the following experience:

• Thorough understanding of risk management metrics such as VaR, sVaR, PVBP, RWA and Stress Testing
• Understand key risk factors for FX, BSM, Credit and how they are measured.
• Thorough understanding of the Market risk function.
• Knowledge of new regulatory requirements including FRTB
• Ability to design and implement normalised databases.
• Advanced knowledge of Python, VBA and SQL
• Experience of related banking areas, e.g. Product Control, Valuation and/or Market Risk.
• Quantitative Educational background.
• Previous experience within Investment Banking.

This is a critical role for the Investment Bank, so please upload your updated resume as soon as possible.