Market risk analyst recruitment
RISKTST119458
Market risk analyst
£350 - £400
A top tier european investment bank is searching for a Market risk analyst who has experience with methodology change and enhancement predominantly analysing VaR impacts and understanding model inputs. This is related to CVA, Basel 3 VaR strategy.
You will be working with senior Management and Quants to develop key CVA VaR methodologies.
Perform self led analysis into the pros and cons of methodology enhancements
Proactively develop solutions to negative aspects of model behaviour
Compile and present road shows for senior management covering regulatory impacts, key methodology features and capital implications relating to Basel 3 changes.
Reviewing model inputs and Market data and producing ad hoc analysis and data.
You may be required to train around new methodology implementations, supporting the front office and the regulators who may request adhoc info and completing regulatory impacts
For this role a CFA and an MSc in a quantitative or risk focused course and experience within VaR would help. Good communication skills are going to necessary as is stakeholder relationship management and being able to deal with pressure. Any prior exposure to Basel 3, CVA, credit derivatives, counter-party credit risk or an in depth knowledge of interest rate products is also going to help.
If you are keen to learn and further your career and have the necessary experience then don't hesitate and apply fit this role.
