Market Risk Analyst
Excellent development opportunities
About Our Client
Reputable International Bank based in London.
The successful Market Risk Analyst will:
- Generate market risk reports and analysis of trading activity on a daily basis and monthly MI. Monitor securities business activity involving underwriting of bonds/equity, corporate bonds, government and quasi-government bonds, etc.
- Ensure the accuracy of data held on our systems to facilitate accurate and timely risk reporting.
- Assess new business and products and how to include in the risk management framework. Ensure risk is appropriately measured and subsequently reported.
- Participate in design, scope, and coordinate validation of a new market risk process, and help transition to the new process.
- Perform ad-hoc tasks/respond to requests to represent risk in quant/non-quant projects/initiatives - such as credit simulation analysis, VAR analysis, stress testing, etc.
- Provide expertise to firm-wide regulatory and capital planning processes (ICAAP, ILAA, EWI)
The Successful Applicant
The successful Market Risk Analyst will have:
- Knowledge and experience of risk measurement methodologies and analysis.
- Strong analytical and problem solving skills, process oriented.
- Strong attention to detail.
- Proficiency in Excel/VBA/Python
What's on Offer
Excellent package and and development opportunities