Market Risk Reporting & Automation

  • £45,000 - £60,000 base + benefits
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Vennbridge
  • 16 Jul 18 2018-07-16

Cross-asset role - Investment Banking - London, UK

Role

The main purpose of the role is to produce accurate, reliable, risk reports, whist also improving the infrastructure that drives the data.  Unlike many other reporting positons, this one offers good exposure to front office and to senior management.

Duties will include:

  • Using Python or R to automate reports.
  • Analysing VaR and risks not in VaR.
  • Liaising with Counterparty Risk regarding risks that overlap between Market Risk & Credit Risk.
  • Presenting information to risk managers, senior management, and regulators.
  • Taking ownership of the numbers that are critical to good risk management.

Candidates

  • Will have advanced VBA and practical experience of either R or Python.
  • Must have experience of market risk and be familiar with at least one asset class.
  • Should have a familiarity with Credit Risk.

The bank offers great career progression via an internal mobility programme.  If you wish to continue your career in a role such as the one described above, please apply using the link with the advertisement.

Vennbridge is an employment consultancy in relation to this vacancy.