Market Risk Analyst/AVP recruitment
Main Responsibilities:
- Conducting in depth, granular review, validation and proposal of model parameters for VaR, Margin Parameters, Stress tests and potentially Collateral management functions.
- Defining business requirements and clear specifications for VaR model upgrades and enhancements.
- Specification and setting IT requirement for implementing new model features.
- Assist and consult product development integrating new features into VaR, Span and Intraday risk systems.
- Documentation and presentation of risk models for members, regulators, risk committees and boards.
Ideally, you will have previous experience using Access SQL although this is not essential.
FX/CDS product knowledge and a minimum of 2 years Risk Management experience within a globally recognised institution are essential.
