Market Risk Analyst (contract) recruitment
The role focuses on development and implementation of market risk methodologies. The first major project will be the implementation of the Bank’s Basel III CVA VaR strategy. The responsibilities will include:
• Working with Senior Risk Managers and Quants to develop key CVA VaR methodology
• Performing self led analysis into the pros and cons of methodology enhancements
• Proactively developing solutions to negative aspects of model behaviour
• Compiling and presenting road shows for Senior management covering regulatory impacts, key methodology features capital implications
• Reviewing model inputs market data
• Ad-hoc analysis and presentations
• Training around new methodology implementations
• Supporting requests for information from regulators and front office
• Completing regulatory impacts
Ideally you will have market risk experience (VaR focused) across credit products, CFA / Masters level or similar qualification with advanced Excel skills.
If you are interested in working for a top tier investment bank in a very topical regulatory space please contact me directly for further details on 0203 145 3369 or email your CV to me on emma.finch@bruinfinancial.com