Market Risk Analyst – Leading Financial Services Group recruitment
Primary responsibilities of the role include, ensuring that interest rate risk, FX and other market risks are identified, measured and reported in an accurate and timely fashion; for maintaining the market risk policies and procedure documentation; and also to design, develop and challenge the bank’s market risk (IRR and FX) metrics. Additional responsibilities include to complete IRR identification, measurement and management plan for new business initiative. To effectively model the balance sheet and to prepare periodically the material and ad hoc reporting for ALCO, other relevant committees and senior management in a clearly articulated and timely manner. To identify and deliver improvements to the Bank's IRR environment and the service provided by the risk management team as well as challenging quantitative management information.
Ideal candidates will have a solid quantitative background (with a BA or Msc in quantitative degree) as well as experience in developing, validating and monitoring Market risk Models such as exposure models, EaR and VaR gained from an Investment Bank, Brokerage or Clearing House. Products-wise, experience with Interest Rates Products is essential and experience with FX products is beneficial.
Relevant individuals are encouraged to get in touch as soon as possible by applying with a full CV or contacting the details provided directly. Please note that these opportunities are based in London, and only individuals with full rights to work in the UK will be considered.