Market Risk Analyst

  • Job Reference: MarketRisk
  • Date Posted: 16 October 2020
  • Recruiter: London
  • Location: London, Greater London, England
  • Salary: £200 to £250 Per Day
  • Sector: Financial Services
  • Job Type: Contract
  • Work Hours: Full Time

Job Description

This is a role in within a Market Risk department and the candidate will be responsible for covering all aspects of risk reporting across trading desks. This role is responsible for market risk reporting, monitoring and improving the market risk process for Global Markets.

Key Responsibilities

  • Generate market risk reports and analysis of trading activity on a daily basis and monthly MI
  • Monitor securities business activity involving underwriting of bonds/equity, corporate bonds, government bonds etc. 
  • Perform ad-hoc tasks/respond to requests – such as credit simulation analysis, VAR analysis, stress testing, etc.
  • Provide support to firm-wide regulatory and capital planning processes (ICAAP, ILAA, EWI)
  • Participate in design, scope, and coordinate validation of a new market risk process, and help transition to the new process

This position requires a candidate with knowledge and experience of risk measurement methodologies and analysis. The succesfull candidate will need strong analytical and problem solving skills and be process oriented. Due to the engagement you will have across different teams and departments, it requires an individual with excellent communication skills.  

Proficiency in Excel/VBA and Python would be very beneficial.