Market Risk Analyst

A leading investment bank based in Canary Wharf is looking for a Market risk analyst to undertake part of the dail reporting for the global credit trading business in London and provide improved analytics to the risk manager for this specific area

• Daily Risk Reporting, limit monitoring and excess reporting
• Understanding of risk sensitivities eg. greeks, scenario, stress testing and VaR nalysis
• Take responsibility for ensuring risk data is consistent with the source systems
• Gradually increasing exposure to risk analysis, as needed, reviewing markets, risk methodologies, risks not fully captured in VaR, trading positions etc.
• Working on tactical and strategic projects
• working with IT development
• assist in new product proposals

you will need

• extensive market risk reporting experience in a similar role
• Knowledge of markets and risk methodologies (VaR, stress testing, sensitivities etc)
• Preferred product knowledge: credit trading
• Excellent Office, Excel, Access, VBA and general skills
• a good team player