Market Risk Analyst - Global Credit & XVA
£575-615 Per day
6 Month Contract
We have an exciting opportunity to join one of the worlds largest banking & financial services firms on a 6 Month contract. You will be joining the Market Risk Management & Analysis team.
- Ensure that Market Risk analysis process is in line with internal and external regulation (GBM Audit, SOX, KPMG, BRCM etc)
- Ensure growth under resources constraint
- Ensure that risk for the desk is correct and is monitored against mandated limits.
- Ensure that adequate controls and reconciliations are maintained to ensure no operational losses occur.
- Ensure correct risk is reported for the desks supported, and therefore that the correct levels of capital adequacy are maintained by the bank.
- Provide senior level input and contribution to global target operating model for Traded Risk Control
- Ongoing involvement in development and improvement of systems & processes as part of overall system strategy for Market Risk
- Produce MI & reports for senior management, Front Office, MRMs
- University graduate in Finance, computer science or numerated related disciplines
- Thorough understanding of risk management, Value at Risk, IRC, CS01, sVaR, PVBP, RWA and Stress Testing
- Understand key risk factors for FX, IR products and how they are measured.
- Thorough understanding of the Market risk function.
- Advanced knowledge of Microsoft Excel and Microsoft Access
- Ability to design and implement normalized databases.
- Advanced knowledge of VBA and SQL
- Knowledge of Bloomberg and Summit
- Experience of related banking areas, e.g. Product Control Front Office