Senior Market Risk Analyst
Salary £60,000 - £70,000 per annum
Consultant Sam Gee
Date posted 14 January 2019 2019-01-142019-03-15 banking London London GB GBP 60000 70000 70000 YEAR Robert Walters https://www.robertwalters.co.uk https://www.robertwalters.co.uk/content/dam/robert-walters/global/images/logos/web-logos/logo.gif
Excellent opportunity for an experienced Senior Market Risk Analyst to join a leaving Investment Bank based in London. The successful candidate will have strong Credit or Interest Rates experience as well as working knowledge of VBA and Python. This is a great opportunity for someone to demonstrate their leadership skills.
- Ensure that accurate risk is reported against all limits set in the trader mandates.
- Maintain strong internal analysis and a well analysed 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 analysis 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)
- 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.
- Advanced knowledge of VBA, SQL, Matlab, C++
- Knowledge of Bloomberg and Summit
- Experience of related banking areas, e.g. Product Analysis Front Office Quant
- Broad knowledge of Global Capital Markets
- Broad knowledge of principals of hedging and derivatives trading strategies
- Experience with Summit, Spear, VA, Murex, Raven, Castor, and Tiger systems