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FRTB Market Risk Analyst

  • Location

    London , United Kingdom

  • Sector:

    Finance & Accountancy

  • Job type:

    Contract

  • Salary:

    £440p/day PAYE

  • Contact:

    Natalie Clarke

  • Job ref:

    1491

  • Published:

    24 days ago

  • Expiry date:

    2022-11-02

  • Consultant:

    Natalie Clarke

FRTB Market Risk Analyst

  • 12 month contract
  • Home based role, with option to work in London office
Essential Technical Experience required:
  • Thorough understanding of risk management, Value at Risk, sVaR,SA, IMA, PVBP, RWA and Stress Testing
  • Deep Understanding of IRC notion
  • Understand key risk factors for BSM, FX, Credit, IR products and how they are measured.
  • Thorough understanding of the Market risk function.
  • Ability to design and implement normalized databases.
  • Intermediate knowledge of VBA, SQL , Python
  • Knowledge of Bloomberg and Summit, Murex
  • Experience of related banking areas, e.g. Product Control, Front Office, Risk management, Risk transformation

Desirable Technical Experience:

  • Broad knowledge of Global Capital Markets
  • Broad knowledge of principals of hedging and derivatives trading strategies
  • Experience with Summit, Murex, MARS, Spear, TSE, Raven, VA

Personal Skills

 

  • Attention to detail and a methodical approach. Able to take responsibility for accuracy of figures produced.
  • Excellent communication skills.