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Market Risk Aggregation

Salary Competitive
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/29261
Contact Tim Holbrough
Date posted 06-07-2018

Leading International Bank seeking a Market Risk Analyst to join their London office.
Key responsibilities
• Assist the Head of Market Risk Aggregation & Capital (MRAC) with the development of high quality aggregate risk reports
• Understand and interpret the Group’s aggregate risk reports across trading and banking books and be prepared to escalate risk concentrations and significant risk movements as required
• Draft materials for internal governance meetings as required and provide expert commentary when requested
• Work with team to maintain accurate and up to date market risk policy documents
• Make significant contribution on market risk aspects of various incoming regulations (including FRTB)
• Build expert knowledge of existing regulations as they impact market risk and provide leadership on these topics to wider Traded Risk function (including Volcker Rule, ICAAP etc.)
• Provide support to TR GACHs on various responsibilities and regulatory priorities
• Provide analysis of Market Risk RWA utilisation
• Understand and contribute to other areas of focus for the team including the Annual Limit Review, ICAAP etc.

Skills/ Experience required
• 2 years+ experience in either Market Risk or Trading
• Very strong technical understanding of market risk calculation and aggregation
• Ability to interpret complex risk reports from multiple sources and ability to identify key material risks
• Understanding of market risk regulation and incoming regulatory directives
• Good communication and interpersonal skills
• Team player
• Ability to form strong working relationships
• Good knowledge of Markets products
• Ability to understand and interpret complex business requirements
• Ability to obtain data from multiple sources, link and analyse data
• Ability to prioritize competing demands
For applications or enquires, email Tim.Holbrough@bru

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AVP, Consultant