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Job Overview

Traded Market Risk Analyst

Location: London, England Salary: £Negotiable
Type: Permanent Contact: Patrycja Weideman
Posted: 4 months 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 apply below or contact me for more information. 

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