Senior Market Risk Analyst - £300/day - 5 months
London, England, United Kingdom
Senior Market Risk Analyst - £300/day - 6 months
This role is ideally suited for someone who has 1-2 years experience within a Market Risk function and is now looking for stability with a top tier bank.
Responsible for Market Risk Control focusing on Credit business, the role holder should:
- Ensure that accurate risk is reported against all limits set in the trader mandates.
- Maintain strong internal controls and a well controlled reporting environment.
- Work with other team members globally to expand best practices.
- Work closely with Market Risk Managers to provide analysis and support.
- Implement additional risk reporting and analysis in conjunction with Market Risk Management requirements.
- Ensure that production tasks are offshored where possible in line with strategy.
- Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
- Provide commentary and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA requests
- Work with CTB team to ensure strategic systems rollout is delivered on schedule.
- Work with RRA (Reg and Risk Analytics) to review the risk models (IRC, products pricing, curve calibration…)
- Ideally 1-3 years in a Market Risk Function
- Masters Degree
- Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA and Stress Testing
- Deep Understanding of IRC notion
- Understand key risk factors for Credit, IR products and how they are measured.
- Thorough understanding of the Market risk function.
- Ability to design and implement normalized databases.
- Knowledge of VBA, SQL , Matlab, C++
- Knowledge of Bloomberg and Summit
- Experience of related banking areas, e.g. Product Control Front Office Quant
- Broad knowledge of Global Capital Markets