Senior Market Risk Analyst - Contract/Remote - 600pd
My client, a leading player in the financial services is searching for a Senior Market Risk Analyst with Credit business experience to join them on a 6 month contract.
The role is upwards of £500pd (Rate still to be confirmed) PAYE/Umbrella -- Remote/London
The role will be based remote, with onsite work being dependent on future advice given out by the government.
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…)
Key Skills and Qualifications for this role
- Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA and Stress Testing
* Deep Understanding of IRC notion
* Understand key risk factors for Credit, IR products and how they are measured.
* Thorough understanding of the Market risk function.
* Ability to design and implement normalized databases.
* Advanced knowledge of VBA, SQL , Matlab, C++
* Knowledge of Bloomberg and Summit
* Experience of related banking areas, e.g. Product Control Front Office Quant
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