Associate- Traded Market Risk Analyst (Derivatives & Valuation)

We are working exclusively with a leading international corporate and investment bank to appoint an Associate into its London-based Traded Market Risk team.

Associate – Traded Market Risk
London | Hybrid working

We are working exclusively with a leading international corporate and investment bank to appoint an Associate into its London-based Traded Market Risk team.

The role offers broad exposure across a global markets platform, with particular interaction across interest rates, FX, credit, equity derivatives and xVA-related risk.

Responsibilities

• Provide independent second-line oversight and challenge of traded market risk across a range of asset classes and trading activities.

• Monitor, analyse and explain market-risk exposures, including VaR, stress testing, sensitivities, limit usage and P&L/risk movements.

• Support the review of derivative valuations, pricing inputs, risk factors, market data and model outputs; identify potential valuation or risk-capture issues and escalate appropriately.

• Partner with Front Office, Product Control and Quantitative teams to investigate material P&L movements, valuation discrepancies, limit breaches and unusual risk exposures.

• Support stress-testing, scenario-analysis, risk-limit and risk-appetite processes across trading portfolios.

Candidate profile

You will ideally bring:

• Experience in Traded Market Risk, Markets Risk, Product Control, Valuation Control, Market Risk Analytics or a closely related function.

• A solid conceptual understanding of derivatives, their valuation and the market risks that drive them.

• Exposure to one or more major asset classes, such as interest rates, FX, fixed income, credit, equity derivatives, structured products or xVA.

• Practical knowledge of market-risk concepts including VaR, stress testing, scenario analysis, sensitivities/Greeks, P&L attribution and risk limits.

• Exposure to pricing, MTM, IPV, fair value, valuation adjustments, risk capture, model outputs or P&L explain would be advantageous.

• Strong analytical and technical skills, ideally including Python, SQL, VBA, R, Alteryx or advanced Excel.

• A degree in a quantitative or relevant discipline, such as Mathematics, Engineering, Physics, Economics, Finance, Statistics or Computer Science.

If you meet the above set criteria, please apply or send a copy of your CV to hadjra.sohawon@robertwalters.com

Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates