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Market Risk Analyst - Rates

Salary £55k to £70k
Type Permanent
Location City of London
Sector Credit & Risk Management
Job Reference T55/TXH/25944
Contact Tim Holbrough
Date posted 05-05-2017


A leading UK based financial services group based in the heart of London are seeking a Market Risk Analyst to focus on the Rates asset class.


You will work on a desk-facing Market Risk team focussing on IR Derivatives, IR Options, Inflation products and CSA derivative risk.

You will be expected to:
• Know the business strategy, positions and risk drivers
• Monitor the limits, understand the daily P+L and its relative with the risk exposure
• Establish strong relationships with the desk team, gaining mutual respect
• Report suitable stress tests
• Support the growth of new products and new business initiatives; and actively add to local change initiatives
• Create spreadsheets and databases that are required to analyse derivative products
• Understanding of capital usage and its measurement


• Daily examination of risk managed by Fixed Income Traders whether vanilla swaps, CSA discounting, inflation or IR Options; plus reporting of daily VaR and Stress measurement and key risk identification
• Daily liaison with FM and TBMR stakeholders - Risk Infrastructure and Reporting and Finance
• Understanding and reporting regulatory requirements both old and new eg FRTB, ring-fencing


• A higher qualification in a quantitative discipline such as Applied Mathematics, Finance etc, or equivalent would be beneficial
• Excellent written/oral communications skills - in particular, an ability to communicate technical ideas to a varied audience
• Advanced IT skills (Access, VBA) with ability to code

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Contact Tim about this job

AVP, Consultant