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Market Risk Analyst

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Salary £65k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/30115
Contact Tim Holbrough
Date posted 23-10-2018

Leading Brokerage seeking a Market Risk Analyst to join their London office.
Key Responsibilities
• Preparation and analysis of daily market risk reports, including, but not limited to, VaR, stressed VaR, Initial Margin, stress testing, cash flow, PnL, operational risk
• Verification of limits set on ETPs by automatic processes
• Maintenance of central market risk database
• Preparation of the reports to be presented at the monthly Risk Committee
• Review and improvement of the existing Market Risk models
Skills/ Experience Required
• At least 3yrs business related experience
• Ability to evaluate and analyse positions and PNL for proprietary portfolios.
• Background in mathematics or similar quantitative field
• Solid understanding of FX and exchange-traded derivatives products
• High level of VBA essential, SQL would be advantageous
For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com

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AVP, Consultant