PCH - Risk_1581604992
5 months ago
My client, a top tier investment bank is looking for a contract Market Risk Analyst to join their team. This is a PAYE contract role based in London.
- Ensure that accurate risk is reported against all limits set in the trader mandates.
- Maintain strong internal controls and a well controlled reporting environment.
- Work with other team members globally to expand best practices.
- Work closely with Market Risk Managers to provide analysis and support.
- Implement additional risk reporting and analysis in conjunction with Market Risk Management requirements.
- Ensure that production tasks are offshored where possible in line with strategy.
- Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
- Provide commentary and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA requests
- Ensure strategic systems rollout is delivered on schedule.
- Work with Reg and Risk Analytics to review the risk models (IRC, products pricing, curve calibration…)
- Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA and Stress Testing
- Deep Understanding of IRC notion
- Understand key risk factors for Credit, IR products and how they are measured.
- Thorough understanding of the Market risk function.
- Ability to design and implement normalized databases.
- Advanced knowledge of VBA, SQL , Matlab, C++
- Knowledge of Bloomberg and Summit
- Experience of related banking areas, e.g. Product Control Front Office Quant
For more details, please send your CV to firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.