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40,000 plus banking benefits
On behalf of our client, an international bank based in London, we are looking for a Market Risk Analyst to join their team on permanent basis. The ideal candidate will provide oversight on Treasury activities, conduct statistical analysis, design and develop Management Information Systems for analysing, monitoring and reporting Market risk.
Please note Advanced Excel skills are essential for this position i.e. advanced working knowledge of Macros and VLookups
Responsibilities will include:
Develop and maintain the production of regular MI to support the monitoring and evaluation of market risk Key Risk Indicators
Surveillance of Treasury activities to ensure compliance with approved parameters for trading and the banking book.
Reporting of market risk exposures derived from treasury activities.
Development, validation, research and other data analytics tasks.
Measurement of the market risk appetite parameters, portfolio composition, trends and concentrations and report of breaches where relevant
Liaise with other departments of the Bank as required such as origination, market and credit risk, regulatory compliance and finance.
Assess new regulatory policies and their impact on market risk exposures
Back-testing Value-at-Risk to profit or loss to ensure effectiveness of the model
Support the Head of Portfolio Risk Management in the annual review of Market Risk policies.
Prepare Market Risk Trading Limits.
Skills and knowledge:
Degree in one of the following fields is required: Engineering, Mathematics, Statistics or any applicable quantitative field that requires heavy use of computational mathematics and/or statistical techniques
Highly numerate with strong data analysis academic experience
Advanced and proficient Excel skills must be at an advanced level including the use of macros and V look ups
Excellent Word, PowerPoint, Outlook skills
Ideally 1 to 2 years work experience with market or risk analysis and reporting
Understand key risk factors for Treasury Trading (FX and Bonds), Credit Trading and how they are measured
Some exposure to either market or credit risk will be an advantage
Effective Communication Skills including the ability to document and present results suitable for relevant audience
- Strong analytical skills
- Focus on accuracy and quality of work
If you would like to apply for this role please send your CV to email@example.com or call : 07713 695430
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