Senior Finance Analyst- Global Traded Risk Process
12 Months
London (Remote work available)
About the role
- Traded Risk is a thriving and expert risk management function supporting the client globally with all aspects of Market and Counter-party Credit risk management. The team actively manages a varied and dynamic range of risk types across all asset class. All parts of the Traded Risk team use their skills, insight and integrity to handle established threats and those they see emerging, acting to protect and enable the client to deliver sustainable growth
- The Traded Risk Analyst is a results-driven individual with a deep understanding of risk data, process, analysis and systems who aspires to innovate, improve and embed solutions that enable effective risk management in market and/or traded credit risk.
- The client are currently seeking an ambitious individual to join their team as Senior Analyst working together with colleagues to define, manage our Market Risk Capital Reporting process in Traded Risk.
Role purpose
Co-ordinates the implementation of the new Stressed VaR calibration process for Market Risk.
- Support the Head of Traded Risk Aggregation in the implementation of strong and robust process to analyse and report Stressed VaR globally.
- Conducts quantitative analysis of Stressed VaR for regional and global Traded Risk and Capital Management teams.
- Responsible for production of ad hoc and bespoke risk reporting, and risk-related presentation packs (and MI) for senior management
- Support risk optimization effort in reducing RWA by deep analysis of capital drivers and saving opportunities
- Support our GSC team (Bangalore) in the implementation of new process and controls (training, tactical tool, analysis)
- Manage stakeholder expectations related to time-lines and deliverables - includes setting the right expectations consistently and meeting/ exceeding them regularly for the team Responsibility in the Market Risk Capital Reporting Team
Responsibility in the Market Risk Capital Reporting Team
- Support interaction with Stakeholders on Market Risk Capital (Head of Traded Risk, GRA, Business, Capital Management team, Finance)
- Deep understanding of Market Risk Capital Mechanisms
- Ability to produce and develop tooling to suppose deep analysis of capital drivers and find capital savings opportunities.
- Improve operating model by challenging and influencing people (Transformation, Senior Risk stakeholders).
Essential
- University graduate in finance, computer science or any other quantitative related degrees
- Experience working in a Risk/Finance or other quantitative function
- Ability to interact with many stakeholders across sites and managing expectations
- Experience with analytical reporting, e.g. explanation of a transformation by decomposition
- Detailed knowledge of financial markets, trading business, market risk measures
- Good understanding of financial markets, trading business, risk calculations.
- Good understanding of capital requirements under Basel 2.5
- Ability to deliver change to enhance processes and procedures
- Good technical skills in programming (Python, VBA,..)
If this role is of interest to you, please submit your CV in the first instance.
