Market Risk Analyst

  • Location:

    City of London, London

  • Sector:

    Risk

  • Job type:

    Temporary

  • Salary:

    £350 - £400 per day

  • Contact:

    Martin Deavin

  • Job ref:

    MD028709_1548774001

  • Published:

    20 days ago

  • Duration:

    6 months+

  • Expiry date:

    2019-02-28

  • Startdate:

    ASAP

  • Consultant:

    Martin Deavin

Responsible for Market Risk Analysis focusing on Credit business, the role holder should:

  • Ensure that accurate risk is reported against all limits set in the trader mandates.
  • Maintain strong internal controls and a well controlled reporting environment.
  • Work with other team members globally to expand best practices.
  • Work closely with Market Risk Managers to provide analysis and support.
  • Implement additional risk reporting and analysis in conjunction with Market Risk Management requirements.
  • Ensure that production tasks are offshored where possible in line with strategy.
  • Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
  • Provide commentary and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA requests
  • Work with CTB team to ensure strategic systems rollout is delivered on schedule.

Work with RRA (Reg and Risk Analytics) to review the risk models (IRC, products pricing, curve calibration…)