Market Risk
One of Ambition's global financial services clients requires a Market Risk Analyst to engage with the front office - developing risk models and market risk metrics via stress-testing and MVaR etc to support the trading strategies across multiple asset classes including Commodities (Oils), FX/MM and Equities etc.
You will be required to work very closely with Front Office, Middle Office and the wider Risk team to calculate and report daily MVaR and other risk metrics, which includes stress testing, back testing and exposure analysis, while supporting quantitative analysis at both a portfolio and deal level.
To be considered for this opportunity you will need experience of the following:
- Previous Market Risk experience, implementing robust risk management frameworks in a trading environment, with the ability to calculate MVaR and setting limits appropriately.
- Strong programming skills that include Excel VBA. Experience of MATLAB is a bonus.
- A solid understanding of Oils is essential, with knowledge of FX/MM and Equities a bonus.
- Previous experience/understanding of supporting an Options Portfolio is also very important, with knowledge of the Greeks.
If you would like to discuss this opportunity in more detail, then send your CV without delay.
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