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Market Risk Analyst II

Selby Jennings QRF Indianapolis, United States
Posted 10 days ago Hybrid Permanent Negotiable
A Commercial and Federal Market Bank is looking to hire a Market Risk Analyst to their Enterprise Risk team. This individual will be responsible for measuring, monitoring and reporting levels and trends or risk within the organization and looking at Market Risk models, participating in the in-house development and tuning of the models.

A Commercial and Federal Market Bank is looking to hire a Market Risk Analyst to their Enterprise Risk team. This individual will be responsible for measuring, monitoring and reporting levels and trends or risk within the organization and looking at Market Risk models, participating in the in-house development and tuning of the models.

This role can offer broad exposure, as you will be communicating with market risk model developers and validators to understand the processes, controls and needs defined by the regulatory and internal processes. The firm also offers a strong hybrid structure and benefits offering.

Requirements:

  • Implement, test and operate a diverse range of market risk processes for interest rates, mortgage prepayments, instrument valuation, option costs, etc.
  • Support the production of market risk analysis and reporting, including balance sheet risk and income simulation analysis
  • Produce risk reports, including Market Risk report, income simulations, attribution analysis, run-off cash flows, etc.
  • Perform quantitative analysis and develop complex reports. Perform quantitative and qualitative assessments of all aspects of market risk management, model design and implementation as well as data quality and integrity

Qualifications:

  • At least a 4 year-degree in a quantitative field (Mathematics, Quantitative Analysis, Statistic, Fin. Engineering)
  • Any working experience in a programming language (Python, R, SQL)
  • Understanding of financial models, specifically Market Risk, Fixed Income and Derivatives models
job_description_image
Job ID  PR/408198
ABOUT COMPANY
London, United Kingdom
HR & Recruitment
Phaidon International is a professional services organization that works with thousands of businesses across the world, ranging from the Fortune 500 t...
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