Market Risk Analyst
Market Risk Analyst – FX and Interest Rates
My top tier investment banking client is currently looking for an experienced Market Risk Analyst to join their team on an initial 6 month contract. The role sits within Market Risk management looking at Interest Rates and Global FX.
The role responsibilities will include:
· Testing VaR methodology enhancements
· Explain (quantitatively and qualitatively) any impact of propose Value at Risk enhancements
· Conduct time series analysis
· Creation of testing tool utilising VBA and excel
As such applicants will be expected to display the following skills and experience:
· Previous commercial experience within a market risk/product control role working with FX and Interest Rates products
· Excellent Excel and VBA programming skills
· Knowledge of derivatives products within FX
· Excellent communication skills
· Previous exposure to risk drill down and analysis for a Global FX and Rates book.
Please apply ASAP for immediate consideration.
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