Market Risk Engineering Analyst recruitment

Main Duties

Co-ordinate risk/capital production and cross-asset class reporting; includes DVaR, Non DVaR key risks, Stress tests and CRD3 production.
Analyse/explain DVaR moves at a BarCap level and ensure that all controls are monitored and adhered to according to audit/regulatory standards; roll out similar standards for the new CRD3 (IRC and CRM) measures.
Answer queries from senior management and other stakeholders such as audit on a variety of cross asset class issues.
Participate in ad hoc projects related to enhancement of existing processes or new business initiatives

Person Requirements

Qualification / Education Required

Experience required

A strong process orientated background.
Experience in building, managing, and improving processes.
Experience in financial industry is preferable, particularly in an investment banking environment with exposure to Market Risk measures/VaR calculations

Skills / Aptitude Required

Highly motivated, energetic individual with a strong process engineering and quality control focus.
Comfortable liaising with the department's wide range of business partners that span globally, have strong problem solving skills and attention to detail.
Technically, the candidate must possess strong MS Excel and Access skills (with VBA programming knowledge) and the ability to master a host of in-house IT applications.
Reasonable amount of financial product knowledge or interest and ability to acquire such knowledge quickly. Knowledge of VaR calculation methodology as well as new CRD3 measures (IRC and CRM) is strongly preferred.

Willingness to work and build a career in a Market Risk process environment

Finance Professionals is part of Hydrogen Group.

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