Market Risk Analyst, Capital, VaR, Model Valuation

London  ‐ Onsite
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Description

Market Risk Analyst, Capital, Historical VaR, Canary Wharf 3 months

My client a Tier One Investment Bank requires a highly experienced Market Risk Analyst with exposure to all types of Risk inclusive of Market, Credit, and Operational to join a new business team on a 3 month Contract based in Canary Wharf.

The team operates on a global level and supports the Front Office within the business.

The candidate would be expected to
-Provide analysis on the capital allocation for Regulatory and Economic capital across the firm for Credit and Market Risk
-Establish a knowledge base within the Capital Risk team such that solutions can be created when new emergency ad-hoc analysis is required
-Become an expert on the various capital measures across and generate analytics to provide clarity and understanding
-Identify key areas of sensitivity of capital measures and assess mitigation approaches including feasibility, risk and cost.
- Support of the Market risk capital management team.

All Skills need to be CLEARLY VISIBLE within your CV/Application:
-Good communication skills; Attention to detail; Strong control mindset.
-Ability to explain concepts and breakdown problems
-Strong Excel knowledge is essential
-A basic understanding of financial products and historical simulation VaR
-Good presentation skills
-Credit Risk or Economical Capital experience is an advantage

If you wish to apply for the above position, please call me or email

Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly. Adecco is an employment consultancy and operates as an equal opportunities employer.

Hy-phen Limited is acting as an Employment Business in relation to this vacancy.

The Adecco Group UK & Ireland is an Equal Opportunities Employer.

Start date
ASAP
Duration
3 months
From
Hyphen
Published at
25.03.2015
Project ID:
874034
Contract type
Freelance
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