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Scenario risk Analyst - Rates FX

Investment Banking

Canary Wharf

Temp ⁄ £300 - £400 per day

Updated March 9, 2012


• Manipulation of trade valuation models to produce scenario analysis information
• Analysis and review of scenario results, focusing on understanding behaviour of derivative products under scenario conditions
• Liaison with Trading and Risk Managers to confirm and corroborate scenario results
• Production of scenario analysis reporting information for distribution to senior management and regulators
• Continuous review of existing control environment and processes in order to improve controls and efficiency of process
• Development of new scenarios to address risks not adequately captured within existing risk management framework or new risks as they arise

Who we're looking for
• Degree qualification essential with preferably a post graduate qualification in finance
• Prior experience in risk management of Rates and FX derivatives products, ideally in stress testing.
• Banking/Market Risk experience with strong emphasis on reporting essential, preferably within a risk management department.
• Ability to build a practical understanding of complex pricing models and analytics.
• IT literate, able to build an understanding of risk management systems used in the group and in the Front Office.
• Analytical skills to understand complex products & businesses.
• Communication skills to discuss scenario results with other teams in risk management & front office.
• Organisation skills and ability to meet tight deadlines
• Accuracy and attention to detail

About our client
Top Tier Investment Bank located in Canary Wharf

What's on offer
£300 - £400 per day

Michael Page Contact
For further info, apply or phone on 0207 645 1462.  Job Ref: 13155747
Your application will be sent to Mark Dalton.

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