A top tier financial institution is looking for a market risk analyst to join their risk team in London.
Responsibilities
- To perform independent validations of aspects of the risk management framework.
- The functional responsibilities are 2nd line management of margin models, back-testing, stress testing, exposure management, default management and new product approval.
- Liaising with key internal/external stakeholder groups on a regular basis such as CROs, Heads of Business, IT, Audit, Compliance and Regulators.
- Review and validation of market risk models such as VaR.
Ideal candidate
- Strong knowledge and experience within Market risk.
- Experience with VaR models.
- Model validation, model review.
- Risk/PnL analytics reporting.
- Product knowledge: OTC Rates , FX Swaps,(multi-asset).
- Technical Skills: MS Excel and VBA.
If you are interested in this role please apply below or contact me for more information.
