Market Risk Analyst – VP recruitment
Role Requirements
- Analyse significant risk, PnL and capital moves across the IB on a daily, weekly and monthly basis
- Report risk drivers that are causing these changes and provide a commentary on the positional moves
- Developing and maintaining full understanding of products and strategies being traded and their potential risks, covering a number of risk management measures including sensitivity analysis, VAR and stress testing
- Proactively building a strong working relationship with the Cluster Risk Analysts and senior management
- Maintaining weekly and monthly risk reporting, including resolution of any IT related issues, and ensuring completeness and accuracy of reports
Candidate Requirements
- Strong quantitative ability gained from a degree in Mathematics, Finance or other quantitative discipline; MSC degree would be an advantage
- Solid experience working in a risk management
- Strong derivatives product knowledge across various asset types (e.g. Greeks, valuation of products, Risk Weighted Assets, Balance Sheet Exposures etc)
- Understanding of VaR and other risk measurement frameworks
- Strong excel skills , VBA is a plus
- Self starter with ability to work independently as well as part of a team.
- Strong written and verbal communication skills
- Ability to perform under pressure and good attention to detail
If you think you meet the above criteria please send your CV to allister.richardson@hudson.com apply now or call 020 7187 6048 to discuss.