Job Vacancy Details
Market Risk Analyst
Investment Banking
Canary Wharf
Temp ⁄ Competitive Hourly rate for an initial six month contract
Updated September 24, 2008
Front Office liaison / relationship management
Daily risk reporting, limit monitoring and excess reporting
Understanding of risk sensitivities e.g. greeks
Scenario & stress analysis
VaR analysis
Responsible for ensuring risk data is consistent with the source.
Gradually increasing exposure to risk analysis, as needed, reviewing markets, risk methodologies, risks not fully captured in VaR, trading positions. etc
Assisting with New Product Proposals
Working with the projects team on tactical and strategic projects for the department and bank to support the continued development of the internal risk management system,
Working with IT development staff, system testing, and implementation of the final product.
Who we're looking for
Mathematical Degree
Quantitative skills
Knowledge, eithertheoretical or practical of equity and fixed income products
A track record in risk reporting, stress testing, market reviews and methodologies
A background in VaR reporting, scenario analysis, data modelling and front office support is preferred
About our client
European Investment Bank with a progressive and forward thinking risk division
What's on offer
Competitive Hourly rate for an initial six month contract
Michael Page Contact
For further info, apply or phone on 020 7715 2968.
Job Ref: 12921366
Your application will be sent to Tim Barnett.
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