Market Risk Analyst

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Orbis Consultants
  • 26 Sep 16

Our client, a leading Broker in the City of London, are seeking a Risk Analyst to assist with the Risk Management on an intraday and overnight basis to mitigate exposure and protect the company's capital.

Key Responsibiliites:

  • Monitoring of client positions, leverage and P&L to ensure adherence to risk parameters
  • Daily reporting of key risk issues, including escalation where required
  • Daily risk analysis on client positions including VaR, Sensitivity Analysis and Stress Testing
  • Real time monitoring of markets, including event risk, to understand impact on client exposures and P&L
  • Production of daily risk reports
  • Margin adequacy analysis
  • Liquidity analysis of client portfolios

Key Skills

  • Demonstrable experience of working within a risk management function
  • Experience of multiple asset classes and markets (Futures & Options¬†preferably)
  • Exposure to the following risk management concepts; VaR, Sensitivities & Stress Testing
  • Working knowledge of standard trading systems (TT, RTS, Stellar, Pats, Bloomberg etc) would be advantageous
  • Strong Excel VBA