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.
