Market Risk Analyst
As one of the UK's leading financial services Santander offers a comprehensive range of financial products and a high standard of service to 24 million customers. We are part of one of the world's largest banks - Grupo Santander, which means we're stronger than ever and looking to the future with confidence.
This vacancy sits within the Trading Market Risk division. The successful candidate will join the team responsible for risk/PL reporting and analysis covering the following trading desks: Short Term Rates, Credit Bond Trading and Gilt-Edged Market Making.
As a Market Risk Analyst (Fixed Income), your skills and qualifications will ideally include:
- Educated to degree standard or equivalent in quantitative subject
- Product control and/or Market Risk experience involving fixed income products and derivatives
- Strong working knowledge and experience of other risks relating to a business activity and the mechanisms used to manage and mitigate them
- Strong working knowledge and experience of market risk measurement techniques (e.g. VaR, DV01)
- Proven ability to explain complex issues to technical and non-technical audiences
- Experience of Wallstreet/Murex, expert Excel skills, SQL ability
As a Market Risk Analyst (Fixed Income), your key responsibilities will include:
- Analysing and reporting on the market risks and PL of a portfolio
- Measuring exposures against limits; escalating and resolving breaches in conjunction with the front office
- Originating and implementing new risk measurement and control methodologies
- Taking ownership of, maintaining, and continuously looking to improve all processes
- Producing management information covering the Market and/or Credit risks of the Santander UK portfolios for internal and external clients
- For Market Risk: in conjunction with IT, developing the risk systems to ensure good practice is employed
Location: London
Salary: £45,000 - £50,000 per annum + excellent benefits
Leave a Reply
You must be logged in to post a comment.