Risk Analyst
The core responsibility of the risk manager is to faclilitate the growth of the banks Emerging Markets business through the provision of of independent and accurate risk information.
Based on the trading floor, this role will involve the daily monitoring and reporting of all positions and strategies of the EM Credit Rates business, including EEMEA Flow, Structured (Inc Hybrids). The role will also involve global reporting, co-ordinating with LATAM and Asia Pac Credit, Rates FX desks.
You will be required to apply risk factors to VaR and Stress and be in a position to follow the dynamics of the market and understand the motivation behind the positions taken and be able to articulate them to a non-specialist audience.
You will also be expected to be able to communicate the drivers behind daily EM PL and be responsible for ensuring that DVaR adequately captures the risk of positions taken. To this end, you shall work closely with Product Control, IT and Market Risk Engineering to ensure completeness of Risk Information and feeds.
A numerate degree, strong knowledge of Excel / VBA, basic knowledge of VaR and Stress, experience of financial markets and products and some Market Risk experience is required for this role.
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