A top tier financial institution based in London is looking for a permanent Market Risk Analyst to join their team. This role is to cover cross asset class products within the group risk/2nd line risk management of margin models, back-testing, stress testing, exposure management, default management liquidity and collateral management. The role will be entail regular BAU (50%) and Change (50%).
Responsibilities:
- Daily, Weekly, Monthly running of Reports for monitoring for policy exceptions
- Ensure policies, procedures are compliant with regulatory environment;
- Review model performance and ensure 1st line remains compliant to the Group standards;
- Ensure sufficient financial resources on an on-going basis including stressed periods
- Regular reporting and information sharing the board(s)
- Review outcomes;
- Provide managerial support in improving BAU processes and minimising operational risks
- Support regulatory requirements
- Support and/or facilitate senior management requests
Requirements:
- Strong Market Risk VaR knowledge and experience
- Advanced technical skills in SQL, Excel, VBA. Programming competency in Java, Python, C# is a plus
- Degree in quantitative finance, mathematics, economics or science-related disciplines, preferably at least Masters level.
- Experience of risk exposure measurement, evaluation and management.
- Strong conceptual / technical knowledge of financial risk management across all asset classes
- Ability to convey complex or abstract concepts across to a variety of audiences.
- Experience of process automation and enhancement.
- Strong numerical competency.
- Effective critical analysis and reasoning skills.
- Effective communication skills (written and oral).
