Description
Responsibilities:-Production and distribution of RNIV calculation and reporting process
-Reporting and performing validation checks on movements
-Ensure that the risk reports are accurate and complete
-To participate in the roll out of enhancements in risk systems, hierarchy re-orgs, report enhancements, processes and data feeds.
The successful candidate is likely to have:
-Graduate or Post-Graduate dergee in Finance/Statistics/Economics/Sciences/Mathematics.
-In depth knowledge of financial products, financial markets and risk drivers
-Detailed understanding of market risk methodologies, VAR, IRC, ERC, Stress Testing and Scenarios
-Strong Excel with VBA, pivot tables and ability to understand and write excel formulae.
To find out more about Huxley Associates, please visit www.huxley.com