Market Risk Analyst

London  ‐ Onsite
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Keywords

Description

An immediate opportunity has arisen for an experienced Market Risk Analyst to join our client, a leading global investment bank based in London

Key responsibilities of the Market Risk Analyst job will include:

- Working to improve the Economic Capital model for the organisation to increase the accuracy of its capital estimate and to better satisfy regulatory requirements.
- Supporting, from a quantitative perspective, all methodology changes of each one of the Economic Capital model components
- Investigating, from a quantitative perspective, the improvements/changes that should be applied to the Economic Capital model;
- Improving the knowledge of how the Economic Capital model is used in a leading banking institution.
- Play a central role in the delivery of a "best in class" Economic Capital model
- Proactively seek solutions to improve the Economic Capital model
- Ensure all methodology changes have an accurate quantitative support
- Deal with Model Validation - assisting the validation team in their review of the Economic Capital model

The Market Risk Analyst must have experience of:

- Candidates are expected to have a PhD in mathematics, physics, engineering or finance
- Experience in Market Risk area within a risk department of an investment bank
- Hands-on experience of modelling issues in market risk
- Strong risk knowledge and product knowledge.
- Previous Economic Capital experience desirable .

If you are an experienced Market Risk Analyst with the above experience, please forward your CV today.

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003

Start date
ASAP
Duration
6 months+
(extension possible)
From
Randstad Financial & Professional
Published at
09.07.2013
Project ID:
564324
Contract type
Freelance
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