ERC Market Risk Analyst recruitment
Roles Responsibilities
· Calculation and Reporting of monthly ERC, AEC (Available Economic Capital) and solvency measure.
· Understanding the methodologies applied and explaining monthly/quarterly changes in risk calculations.
· Monthly and quarterly comparison and analysis disclosed internally and externally.
· Implementation of new ERC methodologies and calculations.
· Testing the ERC models prior to implementation and resolving issues.
· Developing new/additional reporting tools and models.
· Improving existing spreadsheet calculations.
Experience Required
Ideally the applicant should have the following skills and experience:-
· Good quantitative background with;
· Good general financial experience - ACA, CFA or equivalent qualification;
· Experience in an investment bank ideally giving some exposure to risk and markets;
· Strong Excel spreadsheet skills;
· Prior VAR/Economic Capital experience would be a plus
This is an urgent requirement for financial analyst with a strong IB background who is looking to continue their career with one of the biggest names in Finance.
www.badenochandclark.com - Let's find the career that connects with your life.Badenoch Clark is acting as an Employment Business in relation to this vacancy. Badenoch Clark is an Equal Opportunity Employer and a registered Disability Symbol User.