London , United Kingdom
24 days ago
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
- Attention to detail and a methodical approach. Able to take responsibility for accuracy of figures produced.
- Excellent communication skills.