Description
Senior Risk Analyst - Investment Banking - LondonMy client, a Top Tier Investment Bank, are expanding their Market Risk Team, and are recruiting for a Senior Risk Analyst to become part if their team on a rolling contract basis based in London.
Overview of Role
Exposure and understanding into VaR methodologies, counterparty credit risk, regulatory capital requirements for trading activities (Basel III) and new regulatory submissions and BCBS Fundamental Review of the Trading Book (FRTB)
Developed EUCs for new regulatory submissions, investigated RWAs related to market and counterparty risks, performed scenario analysis and multi-factor shock analysis for non-cash collateral Stress Testing exercise, executed VaR back-testing and involved in streamlining reporting and control processes
Worked with diverse business functions: Regulatory Finance, Regulatory and Risk Analytics (RRA), Quantitative Risk and Valuation Group (QRVG), Wholesale Credit and Market Risk (WMR) and Stress and Scenario Calibration (SSC),
Essential Requirements
Thorough understanding of Risk Management; VAR , RWA, Stress Testing
Understand key risk factors for Credit products and how they are measured.
Thorough understanding of the Market Risk function
Advanced knowledge of VBS and/or SQL.
Quantitative educational background - Masters Level