Market Risk Analyst - Contractor

  • 300-500
  • London, England, United Kingdom
  • Contract, Full time
  • B&FS Risk
  • 09 Jan 18 2018-01-09

My client is a leading Investment Bank and they are looking for a Contractor to join their Market Risk function with a specific focus in VaR.



Key Responsibilities:

  • Creating explanatory methods and related tools to analyse VaR and other metrics 
  • Producing model performance analysis, such as devising and performing hypothetical backtesting for the quarterly IMA VaR model performance report 
  • Communication with relevant stakeholders to describe the analysis conducted on a daily basis
  • Develop market risk methodologies for analysis
  • Working with teams locally and in Europe.



Key Requirements:

  • Strong academic background, preferably from a Mathematics, Science of Engineering discipline
  • Valuations experience desirable 
  • Experience within VaR and RNIV is desired
  • Knowledge of financial markets is a must
  • Excellent IT Skills (VBA), Python desirable
  • Strong communication skills and the ability to multitask