Description
A top tier financial institution is looking for a market risk analyst to join their risk team in London.
Responsibilities:
*To perform independent validations of aspects of the risk management framework.
*The functional responsibilities are 2nd line management of margin models, back-testing, stress testing, exposure management, default management and new product approval.
*Liaising with key internal/external stakeholder groups on a regular basis such as CROs, Heads of Business, IT, Audit, Compliance and Regulators.
*Review and validation of market risk models such as VaR
Ideal candidate:
*Strong knowledge and experience within Market risk
*Experience with VaR models
*Model validation, model review
*Risk/PnL analytics reporting
*Product knowledge: OTC Rates, FX Swaps,(multi-asset)
*Technical Skills: MS Excel and VBA
If interested please apply or contact me, alternatively you can email me at (see below)