Connecting...

W1siziisimnvbxbpbgvkx3rozw1lx2fzc2v0cy9lyw1lcy1jb25zdwx0aw5nl2pwzy9iyw5uzxitzgvmyxvsdc5qcgcixv0

Job Overview

Market Risk Analyst -FRTB

Location: London, England Salary: £Negotiable
Type: Permanent Contact: Patrycja Weideman
Posted: 8 days ago

A global top tier bank based in London is looking for Traded Market Risk Analyst to join their team to focus on FRTB implementation.

Responsibilities

  • Support Risk Managers with generation, calibration and maintenance of risk measurement techniques and models.
  • Responsible for implementation of internal policies relating to Traded Risk.
  • Performing timely risk limit monitoring.
  • Identifies and escalates issues to Risk Management through review and validation of risk data.
  • Production of risk reports and risk related presentations.
  • Build standardised analysis for different FRTB components.
  • Leverage on existing prototyping platform.

Requirements

  • University degree in computer science or any other quantitative related degree.
  • Knowledge of financial markets, trading business and market risk measures.
  • Good knowledge of risk calculations, VaR backtesting, IRC, PnL, Volcker and regulatory framework.
  • Interest in financial products within traded risk.
  • Knowledge of Microsoft Office, VBA, Python.
  • Excellent interpersonal and communication skills.
  • Experience dealing with multiple stakeholders and building relationships.

If you are interested in this role please email your CV to patrycja.weideman@eamesconsulting.com

Eames Consulting is acting as an Employment Agency in relation to this vacancy.