Description
Market Risk Analyst - London
£Competitive
Contract
12 months
Reference: GUBO18136
Leading Investment bank is seeking an experienced Market Risk Analyst to work closely with the credit derivatives trading desks and prime brokerage.
Responsibilities:
*Monitoring and analysis of market risk profile with principal emphasis on the Structured Credit Trading space.
*Communicating the key risks to Senior Management locally and in the US.
*Development of risk management analytics/applications, and coordinate their implementation in our in-house systems.
*Understand and report risk drivers and PnL movements.
*Deep dives into specific strategies/books, involving large amounts of data.
*Conduct time series analysis, back testing.
*Analysis of new transactions and trading strategies as required.
Liaising with the trading desks and other support partners on new initiatives, new products and risk issues.
Job requirements:
*Understanding of Risk Management frameworks, particularly VaR
*Education with quantitative bias and strong analytical skills
*Credit derivatives knowledge (CDS, CDO, Correlation products, CDS Index Options).
*Drill down and spreadsheet skills: ability to analyse the movements and drivers of Risk and VaR, down to product level as well as the ability to handle large data bases.
*Ability to discuss the detail behind the risk changes and new trades to ascertain the trading strategy
*Excellent Excel skills
*Team player, capable of working under pressure within a diverse team, operating in several time zones to tight deadlines
Interested? Please apply to Guy Bottomley at Argyll Scott.