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Job Overview

Market Risk Analyst

Location: London, United Kingdom Salary: up to £47,000 basic
Type: Permanent Start Date: ASAP
Posted: 5 months ago Contact: Stuart Beekmeyer

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).