Job Title: Market Risk Analysis
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.