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Market Risk Analyst

  • Location London
  • Job-type Permanent
  • Reference BBBH110984
  • Salary £50000 - £80000 per annum
  • Specialisation Risk
  • Posted February 04, 2021

Responsibilities:

  • Daily market risk management for Fixed Income trading desks
  • Produce periodic commentaries that link risk, p&l and market data information.
  • Identify and communicate top market risks to senior management and ensure reports are timely
  • Assist in reviewing exposures as part of the Volcker rule.
  • Work with Front Office to maintain their understanding of market risk limits and methodology

Skills Required:

  • 2-5 years Market Risk experience
  • Experience working with VaR and a good understanding of market risk methodology
  • Good understanding of derivative products within market risk
  • Interest in commodities
  • Knowledge of regulatory topics that impact market risk and trading activities
  • Ability to work with Excel, VBA and Python