Market Risk Control Analyst - London - Financial Services

Description

• Ensure that accurate risk is reported against all limits set in the trader mandates.
• Maintain strong internal controls and a well controlled reporting environment.
• Work with other team members globally to report global risk numbers.
• Work closely with Market Risk Managers to provide analysis and support.
• Implement additional risk reporting and analysis in conjunction with Market Risk Management requirements.
• Ensure that production tasks are offshored where possible in line with strategy.
• Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
• Provide commentary and analysis on Regulatory Capital Charge inputs, including Stressed VaR and PRA requests

• Candidate will be expected to have a strong understanding of Market Risk and a good understanding of the Market Risk Management and Control function and its role within the wider Group Risk context.
• An understanding of the Credit and Structured Credit Products, VaR, IRC, Stress Testing and the accounting context is required.
• Candidate will be expected to be able to build ad-hoc queries using MS Access in order to extract and analyze data. They should also be able to design and build reports using MS Excel and VBA to a sufficiently professional standard.
• Candidate will have strong IT skills, (VBA, sql are required)
• Product Knowledge - Credit, Structured Credit, bonds, CDS etc