Market Risk Analyst

  • 35000-45000
  • London, England, United Kingdom
  • Permanent, Full time
  • Investigo Banking and Financial Services
  • 19 Sep 16

A leading commodities broker based in London are looking for a Market Risk Analyst to join their growing team. Minimum 2 years experience within Financial Services, cross asset class exposure and trading experience desirable.

Key responsibilities include

  • Real time monitoring of client position, leverage, account balance and P&L to ensure adherence to pre-defined risk parameters.
  • Proactive management of client accounts in excess of pre-defined risk parameters or experiencing trading losses to bring within parameters and/ or protect the firm’s capital. Actions may include prompt communication with clients on P&L trigger levels reached and, if necessary, forced liquidation of client positions/ portfolios.
  • Daily reporting of key risk issues to both Risk and Business Management, including escalation where required.
  • Daily risk analysis on client positions including VaR, Sensitivity Analysis & Stress Testing.
  • Real-time monitoring of markets, including potential volatility from economic releases and news events, to understand impact on client exposures and P&L.
  • Production of daily risk reports and distribution to relevant stakeholders.
  • Margin adequacy analysis and margin requirement reconciliation between internal systems.
  • Liquidity analysis of client portfolios and of individual underlying positions in relation to market depth.
  • Responsibility for Start of Day and End of Day procedures, including Summary reports.
  • Analysis and approval of Give-Ins.
  • Analysis and approval for changes in risk parameters within the authorities dictated by the limit matrix.
  • Responsible for ensuring adherence to risk policies & procedures at all times and escalation of potential issues.
  • Delivering on allocated projects and system development items.

Essential Skills

  • A strong risk management background with experience of multiple asset classes and markets (exchanges).
  • A strong and demonstrable analytical background gained in education or in a professional setting with exposure to risk management concepts, particularly VaR, Sensitivities & Stress Testing.
  • Ability to effectively and professionally communicate to a highly varied and geographically dispersed client base a significant portion of whom do not have English as the native language.
  • A good understanding of financial markets gained in a Brokerage or Banking institution from either the Risk Management or Trading sides. Experience of Exchange Traded Futures (required) and Options (desired).
  • Working knowledge of the more standard trading systems used, including but not limited to: TT, RTS, Stellar, PATS, EasyScreen, Bloomberg and CQG.


Other Skills & Experience:

  • FCA registered.
  • Good understanding of processes, controls and responsibilities associated with a Financial Markets business.
  • Strong Microsoft Office skills, preferably to VBA level within Excel.
  • Relevant professional designation desirable.