Market Risk Analyst

A Market Risk Analyst is sought by our client; a global professional services firm focused exclusively on the asset management, investment banking and broking industry. The role is based in the City of London.

This market risk consultant role encompasses the development, production and delivery of market risk reports that reflect the risk profile of the fund as well as its compliance with enhanced regulations. The investment risk consultant will be responsible for:
-The preparation of regular risk summary reports
-Direct communication with clients regarding the reasons for any risk deviations
-Monitoring and reporting risk metrics on a daily basis to the firm's clients' range of portfolios
-Application of models including parametric VaR, historical simulation VaR and Monte Carlo VaR
-Design and running of back-test and stress test methods for equity and fixed income products
-Making recommendations regarding risk management system enhancements and the integration of new products into the existing risk management system
-Working on valuation and risk models from both a theoretical and practical stand point

The successful market risk consultant will have the following skills, experience, and qualifications:
-Strong academics (mathematics, statistics, finance) in a quantitative field
-Strong experience in the financial industry
-Good knowledge of variety of products (fixed income, listed and OTC derivatives, structured products),
-Knowledge/experience of risk management and quantitative analytics
-Experience of risk engine implementation and design
-Results-driven approach
-Ability to be flexible and use initiative
-Ability to work under pressure and to tight deadlines
-Organisational/prioritisation skills

The successful market risk analyst will have proven and effective communication skills both oral and written.

If you have strong technological abilities (Excel, VBA, SQL Server, and Bloomberg), then please apply to this market risk analyst position today.

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Randstad Financial Professional encourage applications from individuals of all ages backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial Professional acts as an employment agency for permanent recruitment an employment business for temporary recruitment as defined by the Conduct of Employment Agencies Employment Business Regulations 2003