Market Risk Analyst / Market Risk Consultant – High Profile Fixed Income Team, Tier One Investment Bank recruitment
Market Risk Analyst / Market Risk Consultant – High Profile Fixed Income Team, Tier One Investment Bank
Introduction: Montash Associates have been engaged by a leading Tier One Investment Bank to assist in the acquisition of a skilled Market Risk Analyst to join a high profile Fixed Income Risk Management group, providing transparency and dynamic analysis of a variety of risks to senior business stakeholders.
The Organisation: A Leader in the Investment Banking world; centered out of Europe, this bank specialises in Fixed Income, and is renowned for hiring exceptional individuals across all divisions.
The Team: The Risk Systems team is responsible for the ongoing evolution and operation of the bank's market and counterparty risk systems, which are responsible for the daily calculation of the market and counterparty risk capital figures using regulator-approved advanced methods.
The Project: This team is working across a variety of strategic projects, advising stakeholders on a variety of risk related areas, including Market Liquidity Risk, Counterparty Risk, Credit Risk, Insurance Risks etc.
The team offers a unique exposure to a broad range of risk quantification techniques (sensitivities at deal level, Value at Risk, other Capital Charge indicators, Stress testing, Reserves, Counterparty Risk) and their integration in a single market and counterparty risk system.
The Role: The Main Responsibilities of the successful individual will be as follows:
• To contribute to the daily monitoring and validation of the risk models provided by the market risk system with a focus on Fixed Income (Credit, Interest Rate Derivatives, FX) business from London. This includes FO Risk data, internal risk computations and Capital measures computed internally based on in house methodologies.
• To provide explanation and support to the risk analysts and business lines about the risks changes and the calculation methodologies.
• To contribute in developing risk analysis tools to improve the coverage, accuracy and the timeliness of the various risk calculations.
• To build close links with the risk analysts and the business managers about the definition and the integration of new types of risks or products
• To contribute to the development of new ways to look at risks via the internal market risk system
• Provide training and guidance to new users of the system where required
• Work on light development (Scripting) using Python or similar.
Candidates must possess all relevant skills to perform the aforementioned tasks, including sound business knowledge around risk and fixed income, as well as other skills such as analytical problem solving, quantitative / mathematical fundamentals and technical abilities etc.
The Package: Due to the requirement of a highly intelligent and talented individual, this bank are prepared to pay a very attractive package; a base of up to £80,000 + Uncapped Bonus and an exceptional benefits package equal an outstanding total offering.
Contact: If this opportunity is of interest, please email Paul Kirtley at paulk@montash.com or call 0207 749 6066, I am happy to answer questions at any time.
Keywords: Market Risk, Market Risk Analyst, Liquidity Risk, Counterparty Risk, Credit Risk, Insurance Risk, validation, monitoring, analysis, evaluation, Fixed Income, Investment Bank, London.