Market Risk Analyst - contract

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:

    Contract

  • Salary:

    Negotiable

  • Contact:

    Phoebe Cheung

  • Contact email:

    phoebecheung@taylorroot.com

  • Job ref:

    PCH - Risk_1581604992

  • Published:

    13 days ago

  • Expiry date:

    2020-02-25

  • Consultant:

    #

My client, a top tier investment bank is looking for a contract Market Risk Analyst to join their team. This is a PAYE contract role based in London.

Responsibilities:

  • Ensure that accurate risk is reported against all limits set in the trader mandates.
  • Maintain strong internal controls and a well controlled reporting environment.
  • Work with other team members globally to expand best practices.
  • Work closely with Market Risk Managers to provide analysis and support.
  • Implement additional risk reporting and analysis in conjunction with Market Risk Management requirements.
  • Ensure that production tasks are offshored where possible in line with strategy.
  • Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
  • Provide commentary and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA requests
  • Ensure strategic systems rollout is delivered on schedule.
  • Work with Reg and Risk Analytics to review the risk models (IRC, products pricing, curve calibration…)

Requirements:

  • Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA and Stress Testing
  • Deep Understanding of IRC notion
  • Understand key risk factors for Credit, IR products and how they are measured.
  • Thorough understanding of the Market risk function.
  • Ability to design and implement normalized databases.
  • Advanced knowledge of VBA, SQL , Matlab, C++
  • Knowledge of Bloomberg and Summit
  • Experience of related banking areas, e.g. Product Control Front Office Quant

For more details, please send your CV to phoebecheung@taylorroot.com

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