X4 Market risk analyst -Market Risk Analyst- IBOR/Interest rates knowledge -Market Risk Analyst- UAT heavy (transformation) -Market Risk Analyst- Python -Market Risk Analyst- Python
Market Risk Analyst, Market Risk Manager, Market Risk Control, Market Risk Reporting, VaR, Stress Testing, Risk Management, Credit, FX, Rates, Fixed Income, VBA, SQL, Investment Bank, Capital Markets, London
My client, a leading investment bank is looking to add 4 experienced Market Risk Analysts to their team.
This is a BAU role to work within a market risk management and control function that covers Credit, Rates and FX product types.
The ideal candidate will come from a strong mathematical educational background with detailed experience of Market Risk management/reporting from another bulge bracket investment bank.
- IBOR transition Market risk analyst:
- The approved role is AVP level – Market risk analyst profile
- Market risk experience is a must – required skills: strong market risk (VAR, sensis) knowledge, rates asset class knowledge preferred, min 2-3yrs experience, excellent Excel skills, good communication/stakeholders management
- IBOR transition understanding is desired
- Environment for this role is very high pressure (lots of tight deadlines and demanding stakeholders) so the candidate must be able to handle it
- Role will involve: sensis and VaR analysis and explain, providing test requirements, production of analysis reports and MI to senior management, UAT testings and sign off
- Market risk analyst: internal transformation programme which will be requirements and UAT heavy
- The approved role is VP level but also looking for junior profiles, min 2yrs experience in Market risk analyst / BA profiles with hands on experience looking to move to a Market risk analyst role will be considered
- Required skills: Experience in previous large transformation projects/UATs, excellent Excel skills, basic market risk knowledge only OK if willing to learn
- Environment is more slow paced and longer term transformation project with multiple cycles : the candidate will be required to work on BAU reporting during spare time (i.e. when no UAT involved) which is essential to understand and work on SAGE programme (+other adhoc small projects time to time)
- Role will involve: BAU work (i.e. reporting, sensi/VAR analysis, process improvements, etc) + SAGE requirements review, UATs, migrating reports/EUCs queries from old system to new system, etc
- Also, my client are hiring a Market Risk Analyst in the below positions:
- A Stressed VaR calibration methodology implementation in Traded Risk.
- A more dev oriented role looking at different market risk initiatives (Market Risk Capital, regulatory work, building tactical trade level reconciliation,…)
For both roles I would need someone with both strong market risk experience and dev skills (python necessary)
2-5 years experience, master degree in finance/science/computer science