Senior Market Risk Analyst - Contract/Remote - 600pd

Location: London, England, United Kingdom
Salary: £550 - £600 per day +
Sectors: Banking IT
Job Type: Contract
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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.

Key Responsibilities

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

Please click here to find out more about our Key Information Documents. Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen and your placement.

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

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