Market Risk Analyst - Global Credit & XVA

Job Type:
Job reference:
25 days ago

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.

Role Responsibilities:

  • 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

Candidate Requirements:

  • 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
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