AVP, VBT Middle Office Analyst
One of the world’s leading financial institutions is seeking a VaR Back Testing (VBT) Middle Office Analyst to join their team. This is an AVP level role and you will be a key figure within the team.
You will be expected to perform daily Value-at-Risk (VaR) back-testing and collate accurate PL data to pass on to the Market Risk team. You will also be responsible for the investigation and resolution of resulting overages.
You shall have experience in the product control environment with an understanding of the Greeks and awareness of VaR and Market Risk activities. You will know system requirements for PL and risk applications. System skills required include Excel, VBA and Access. An understanding of front to back OTC trade life cycle is desirable.
Please apply if you have the requisite experience and call Liam Connolly on 020 3465 0110 to find out more.
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