A Top Tier Investment Bank are recruiting for a Market Risk Analyst to join their Traded Risk and Control Function on a long term contracting basis, and the position is based in London.
The Market Risk Analyst will need the following experience:
- Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA and Stress Testing.
- Understand key risk factors for Interest Rates products and how they are measured.
- Capable of exposure regression analysis and explaining differences between production exposure and target system generated exposure, through breakdown of variables
- Thorough understanding of the Market risk function.
- Advanced knowledge of VBA and/or SQL.
- Experience of related banking areas, e.g. Product Control, Market Risk and Control
- Education up to Bachelor's/Masters in a quantitative discipline
This is a critical role, so if you are interested to learn more please get in touch ASAP.
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