Market Risk Analyst: XVA

London, Greater London, England
Job Type:
Business Transformation
Job reference:
15 days ago

Job Title: Market Risk Analysis

Location: London/Remote

Duration: 3-6 months

Our client is British multinational banking and financial services organisation. They are looking to hire an XVA SME Market Risk Analysis.

Essential Experience/Skills Required:

  • Business Analyst skills
  • Development experience - Python or VBA
  • Team player
  • X-Value Adjustment (XVA, xVA)

As a Marketing Risk Analysis, you will be responsible for:

  • Work with other team members globally to expand best practices.
  • Work closely with Market Risk Managers to provide analysis and support.
  • Implement additional risk analysis in conjunction with Market Risk Management requirements.
  • Provide commentary and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA requests
  • Work with RRA (Reg and Risk Analytics) to review the risk models (XVA methodology, products pricing, curve calibration…)

If this is the role for you please submit your CV at your earliest convenience.

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