Description
Market Risk Analyst, VaR, Excel, VBA, Trading Book, Market Risk, Analysis, Macros, Curve Analysis, VaR, Market Risk, Excel, VBA, Stress testing, Market Risk
My client is a major Bank looking g to hire a Market Risk Analyst who has strong experience with Excel and VBA.
Duties will include:
Understand the requirements of the risk team and other users of risk reports from the reporting engine.
Drive the project from the business perspective, attending project meetings and representing the risk team's requirements.
Provide detailed specifications of requirements, including calculation methodology as required
Understand and discuss the different modelling and set-up options in the risk management systems
Work alongside IT Analysts to configure the risk management systems to meet business requirements
Agree reporting formats and outputs
Test systems during implementation
Must have:
Good academic record
Good Market Risk Knowledge
Understanding of VaR methodologies
Macros
Curve Analysis
Trading Book
Stress Testing
Studies towards or completion of additional qualifications are desirable but not compulsory (CFA/PRM/FRM)
Good understanding of the financial markets and risk management
Comprehensive understanding of how to model various financial instruments
Good understanding of how to model derivatives
Comprehensive understanding of different market risk measures and the underlying methodologies
Hands-on pro-active team approach who is willing to take initiative on projects
Good communication skills & the ability to interact with different departments
Strong Excel skills
Understanding/experience of working in a projects environment
Aston Carter Ltd is acting as an Employment Business in relation to this vacancy.