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Job Vacancy Details

Rates Market Risk Analyst

Investment Banking

Canary Wharf

Temp ⁄ Competitive rates

Updated March 15, 2012

This position is in the Global Rates, FX and Emerging Markets team within the Market Risk Group of IB Strategic Risk Management ("SRM"). This role sits with the Market Risk Management team for Europe Rates
The candidate's responsibilities will include:
i) Development, specification, testing and presentation of new scenarios and risk types
ii) Testing and explanation on the impact of Value-at-Risk methodology enhancements
iii) Categorisation of exotic product types and mapping to risk factors
iv) Liaison with various IT, risk and quant departments
v) Support and cover for the market risk management team

Who we're looking for
• Professional or Post-Graduate qualification in a quantitative discipline
• Experience in a market risk, front office (e.g. trading, IT, structuring, quant) or product control role dealing with derivative products
• Knowledge of derivatives and Exotics product ideally in Structured Rates and FX
• Ability to work independently with good communication skills (written and verbal)
• Advanced excel skills with VBA programming ability

About our client
Canary Wharf based Top Tier Investment Banking

What's on offer
Competitive rates

Michael Page Contact
For further info, apply or phone on 0207 645 1462. Job Ref: 13164674
Your application will be sent to Mark Dalton.