Senior Market Risk Analyst Senior Market Risk Analyst …

Michael Page Financial Services
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Negotiable
Michael Page Financial Services
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Negotiable
The Senior Market Risk Analyst is responsible for assuring that market risk, valuation control, liquidity risk, credit risk and operational risks are appropriately measured, monitored and reported in accordance with company and regulatory policies. This role requires knowledge of Openlink Endur software.

My client is a leading commodities and risk management firm. This role is based in the City of London.

Description

The Senior Market Risk Analyst is responsible for the following:

* One of the market risk application owners for Endur (Openlink).

* Trade input modelling configuring Endur templates.

* Configuring and modelling forward pricing curves.

* New product control and release.

* Maintain and revise risk reports; requiring proficiency in Visual Basic programming.

* Daily P&L investigation liquidity monitoring.

* Conduct month end valuation control (Price Testing, Reserves CVA/DVA).

* Validation and documentation of pricing models and simulations (back testing & benchmarking).

* Perform risk assessments and audits.

* Change management - improve current processes and controls.

* Complete Ad hoc project work.

* Liaise with risk teams and trading desks in London, New York and Tokyo.

Profile

The Senior Market Risk Analyst will have/be:

* Proven in depth Openlink Endur Software knowledge is a requisite for this role.

* Degree in mathematics, statistics, engineering, risk management or relevant subject.

* Intellectually curious.

* Excellent numeracy, analytics, combined with strong communication skills.

* Advanced aptitude for problem solving and multitasking.

* Solid understanding of commodity derivatives.

* Experience within Market Risk.

* Proficient in Excel VBA.

* Organised and able to work to strict deadlines.

* Able to work both independently and as part of a global team.

Job Offer

This is a permanent role based in the City of London.

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