Market Risk Fixed Income Analyst recruitment


A key client servicing major institutions and OTC markets has opened up an exciting role as a Market Risk Fixed Income Analyst. You will help manage and run the day-to-day market risk management of bonds and repos. The individual will also be involved in assisting in the enhancement of the existing risk management tools and processes including developing in-house tools. You will need strong analytical skills, a strong understanding of market risk, and possess solid communication skills, good interpersonal skills and be an exceptional team player.

Role/Responsibilities

- As part of a team of 6 the role will be to help manage and run the day-to-day market risk management of bonds and repos.

- You will be involved in assisting in the enhancement of the existing risk management tools and processes including developing in-house tools

- involvement in the setting of margin rates

- Risk assessment of new and existing cleared products (including requirements definition and user acceptance testing)

- Liaison externally with members and internally with other departments; and general support of all of the team's functions.

- Initial Margin, Valuation, Market Monitoring, Operational and Default Management

Skills

- Strong experience in a repo/bond market risk management environment

- Experience in risk management / product control or front office environment within an investment bank or similar.

- Highly numerate with a degree in mathematics, quantitative or economics-related discipline.

- Experience of product development lifecycle.

- Specific knowledge of fixed income products.

- Strong conceptual / technical knowledge of the available and appropriate risk management techniques for managing the market and operational risk of bond/repo products.

- Advanced numerical competency (advanced Excel and VBA user).

To apply for this position as a Market Risk Analyst you must have the experience as outlined above and be an excellent communicator. You should have a strong ability to multi task and be comfortable working under pressure. This is an excellent opportunity to join a well respected investment bank.