Market Risk Analyst- VaR- Excel – VBA – FX- Interest Rates
My client is currently recruting for the position of a Market Risk Analyst. The skillset required is as follows:
Can explain qualitatively and quantitively the impact of the proposed VaR enahncements.
Production of ad-hoc testing tools mostly relying on excel and VBA.
Experience in a market risk, product control roel dealign with FX and interest rates products.
Advanced Excel skills with VBA programmign ability.
Knowledge of cash and derrivatives products in FX.
Knowledge of haircuts and wirking knowledge of Risk sensitivities/ Greeks is a big advantage.
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