Market Risk Analyst

A top tier EU Investment Bank are looking to hire a Market Risk Analyst in their London Office. This role with sit in a team that will work across multiple asset classes and also play a key role within the Bank's approach to FRTB.

Responsibilities:

• Get involved with the automation of Market Risk calibration.
• Be a point of contact for various initiatives that will be rolled out by Market Risk teams. For example; FRTB and the P&L hierarchy effect.
• Work closely with other team members to research and adapt new methods to improve the Market Risk process across the Bank.

Skills required:

• Minimum of a Masters Degree in Financial Engineering, Mathematics or Economics.
• Prior experience working in a Market Risk function, some exposure to Equities would be advantageous.
• Any prior experience to working on FRTB would be beneficial
• Strong technical knowledge within Excel, VBA, SQL and/or Python.