Description
Market Risk Analyst - Investment Banking - LondonMy client, a Top Tier Investment Bank, are expanding their Market Risk Team and are therefore recruiting for a Market Risk Analyst to be part of the Market Risk Stress Testing Project on a rolling contract basis, based in London.
Key Responsibilities
- Extensive source data reconciliation using SQL between Finance, Risk
- Provide calibration over CDS Default Probability shocks
- Building tactical transformations tool for downstream systems for ST purpose
- Support execution teams, preparing test data
- Functional Analysis on current stress testing framework, flow.
- Provide training on how to calculate CVA stress testing using current methodology.
Essential Requirements
- Advanced knowledge of SQL or VBA
- Quantitative educational background
- Previous Investment Banking Experience
- Thorough Understanding of Risk Management; Stress Testing, VaR, RWA etc
Key Words: Investment Banking, Market Risk, CDS, CVA, RWA, Analyst, London, SQL, VBA.