skip to page content Skip to job search

Information:

This job has been filled.

Job Vacancy Details

Market Risk Analyst

Investment Banking

Canary Wharf

Temp ⁄ £350 - £400 per day

Updated March 9, 2012

- Perform all daily & weekly & monthly reporting, risk based P &L, portfolio calculation the Market risk CVA team
- Perform ad hoc analysis regarding BIII CVA, wrong way risk, and ERC calculations
This role offers the candidate an introduction to counterparty credit risk management (or CVA) within the market risk function. This would include exposure to risk management tools (Sensitivities, vaR, scenarios, Portfolio Calculations, counterparty exposure modelling) and regulatory requirements.

Who we're looking for
• Tertiary qualification in numerical/ finance orientated subject
• Excel, Access and VBA skills
• Risk experience, could be market or credit
• Product knowledge (general understanding of common products used in Fixed income space)
• Strong communication skills

About our client
Top tier Investment Bank located in Canary Wharf

What's on offer
£350 - £400 per day

Michael Page Contact
For further info, apply or phone on 0207 645 1462. Job Ref: 13155634
Your application will be sent to Mark Dalton.