Market Risk Analyst recruitment
Your role will be:
• To undertake daily Time Series BAU and Project work and to assist in the development of new and existing methodologies in the creation of historical time series. For example constructing or using existing statistical and/or time series models for synthetically creating data.
• Production and validation of daily VaR for the Global Credit business and CVA. Project work to develop/enhance new/existing initiatives
• Maintaining VaR and Non-VaR limits on trading portfolios.
• To undertake daily SRE BAU and adhoc requests. This includes setting up corporate issuers to risk using Specific Risk methodology, investigating and correcting daily SRE risk failures and producing Regulatory Control reporting.
• To undertake daily position reporting activities and Project work to develop/modify reports in line with new methodology/business changes.
• To work as an effective member of the team, contributing to the needs that may arise on an ad-hoc basis without loss of generality to current projects or work processes.
The successful candidate will have:
• Expertise with Excel VBA skills / Microsoft Access / Project / SQL / Word
• Talent for assimilating large quantities of data and presenting in a logical format.
• Prior experience in a Tier 1 Investment Bank