Back to jobs
Market Risk Analyst
- Posted 04 February 2021
- Salary £50000 - £80000 per annum
- LocationLondon
- Job type Permanent
- ReferenceBBBH110984_1612465018
- Contact NameWilliam Shephard
Job description
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