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 investment bank based in London

Key responsibilities will include:
-Working with Senior Risk Managers and Quants to develop VaR methodologies
-Performing self led analysis into the pros and cons of methodology enhancements
-Review of model inputs and time series data
-Proactively developing solutions to negative aspects of model behaviour
-Detailed impact analysis and understanding the drivers for VaR
-Ad-hoc analysis and presentations

Required skills & experience:
-Strong market risk experience or relevant trading background with market risk understanding
-Market risk project experience (beneficial)
-VaR/His-Sim VaR calculation
-Working knowledge of Risk Sensitivities/Greeks
-CFA/Masters level or similar qualification
-Excel
-Detail orientated with Strong analytical skills
-Genuine interest in Market Risk, particularly VaR methodology

If you have the above relevant experience, please send 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
n.a
From
Randstad Financial & Professional
Published at
07.08.2013
Project ID:
579155
Contract type
Freelance
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