BSM Group are currently working with a global banking and financial services institution, to assist in their search for a Market Risk Analyst to join their growing Risk function. This role will provide the candidate with the opportunity to work with a highly quantitative global team, to review risk models and contribute to multiple projects across market risk methodology. This role is an initial 9-month contract.
The role will involve:
- Provision of market risk analysis and support, focused on XVA business
- Ensuring that accurate risk is reported against all limits of the front office mandates
- Providing analysis of market risk metrics (VaR, sensitivities, IRC)
- Providing explanation and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA, FRTB
The ideal candidate will have:
- 2-4 years market risk experience
- XVA exposure – With a strong understanding of market risk
- Previous project experience - Adhoc project work, FRTB etc.
- Strong programming skills - VBA, Python, SQL, C++ preferred