Portfolio Risk Manager – Tier 1 Investment Bank – Market Risk recruitment
Portfolio Risk Manager - Tier 1 Investment Bank - Market Risk
Tier 1 Investment Banking client has a requirement for a Market Risk Analyst to be responsible for developing a coherent framework to model, measure and monitor portfolio-level risk within the bank, including various aspects of managing risk for a portfolio of diverse businesses/asset classes, analysis of VAR and diversification, stress test development.
The role will involve developing and running reports for Senior Management, providing overviews of firm wide risk management, analyze top-level VaR for underlying drivers and hidden risk, develop and implement comprehensive methods for stress-testing, anaylzing siginificant drivers of PnL volatility.
Requirements for role:
- Experience in Market Risk
- MSc or PhD in a numerate subject
- Strong VBA skills
- Exposure to R / SAS / Matlab
- SQL skills
- Strong understanding of VaR modelling / management / reporting
- Excellent communication skills