Market Risk Analyst - Investment Banking - London

London  ‐ Onsite
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Description

Market Risk Analyst - Investment Banking - London

My 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.

Start date
ASAP
Duration
12 months
From
Huxley Banking & Financial Services
Published at
03.06.2015
Project ID:
916353
Contract type
Freelance
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