Market Risk Analyst: Cross-asset, Quantitative Risk Analysis – Leading Financial Institution (London)- Up to £55K

London, England, United Kingdom

The organisation is growing all market risk teams rapidly and they are hiring a lot of Risk Analysts (across all levels). This role sits with the cross-asset teams, focusing on day-to-day risk analysis, quantitative analysis on the flow of products and elements of model work.

Specific responsibilities would include the following:

VaR analysis, Back-testing, stress testing, involvement in assessing/reviewing and setting policies, using pricing and margin models on a day-to-day basis, building yield-curves, forward curves, discounting attribution, mark-to-market etc. The role also involves an element of Model Validation and the candidates would be required to work with the quant teams when assessing new models/products approvals.

Requirements:

  • Strong experience with in Market Risk Analysis, experience of calculating VaR
  • Experience in an Investment Bank, Broker or Central Clearing House or Buy side firm
  • Numerate/quantitative degree
  • Good communication skills

For more information, please mail me at Parvyez.Salam@eamesconsulting.com