Description
Market Risk Analyst - VaR, Risk Reporting, VaR Sensitivities
My leading Investment Banking client is currently looking for a Market Risk Analyst to join their team to work on the development of market risk capital analysis reporting capabilities.
The role will focus on the following responsibilities:
*Developing market risk capital analysis reports
*Analysis of market risk capital behaviour
*Future capital impacts of planned market risk methodology
*Future capital impacts of portfolio changes for capital planning reasons
As such applicants will be able to display the following skills and experience:
*Analytical and problem solving skills
*Strong understanding of market risk regulatory capital components (eg VaR, Stressed VaR, HIS SIM VaR, and IRC)
*Ability to build robust spreadsheets and perform data manipulation and analysis
*Good understanding of data integrity
*Excellent communication skills
*Previous experience within financial markets and risk management
Although my client is ideally looking for someone in the same/similar role at the moment they will consider someone within a more general Risk Reporting role who has an understanding and appreciation for how VaR is calculated.
A key requirement for this role is that ALL applicants understand how VaR is calculated and ideally understand historical simulation VaR.
Please apply ASAP as the client is looking to move quickly in regards to this role.
Interquest Group PLC is acting as an Employment Business in relation to this vacancy.