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