Market Risk Analyst - Rates Market Risk Analyst - Rates …

BSM Group
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
BSM Group
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
A leading Investment Bank based in London are currently looking for a Market Risk Analyst with experience of rates products.

Duties

•Daily aggregation, validation, and monitoring of risk.  Regular reporting of risk positions, limit breaches, and stress testing results for firm management and regulatory compliance.

•Identification and investigation of changes to risk profile, including analysis of VaR and stress drivers. Communication of findings to management.

•Working with the front office to understand and address breaches as necessary.

•Reviewing new transaction requests, identifying and assessing the key risk issues, including capital impacts.

•Developing a good understanding of risk systems and help to drive improvements where necessary.

•Ad hoc risk-related projects and infrastructure building.

•Keeping abreast of relevant market events and drivers.

Requirements

•Master’s degree in Applied Mathematics, Financial Mathematics, or related quantitative field, or the equivalent work experience

•Familiarity with structured rates products and rates markets, and associated portfolio risk profiles, including understanding of Greeks and impact on VaR.

•Strong proficiency with Excel and VBA.

•Strong communication skills

•At least 4 years’ experience in a risk or control related function in financial services institution.

•Detailed and process orientated.

•Takes initiative and is proactive.

Close
Loading...