Market Risk Analyst
Market Risk Analyst - Investment Bank. This Tier 1 Investment Bank require a strong Market Risk Analyst. You will be involved in the development and implementation of market risk methodologies, principally VaR. Your responsibilities will include performing analysis into the pros and cons of methodology enhancements, reviewing model inputs and ad-hoc presentations. You will work closely with Risk Managers.
To be suitable you should have experience within market risk and you will ideally have knowledge of greeks, risk sensitivities and historical simulation VaR calculations. Experience within Investment Banking is a benefit.
Leave a Reply
You must be logged in to post a comment.