Market Risk Analyst
Would you like to work for an established and Global Private Bank? My client is looking for a Market Risk Analyst to support in the Market Risk function.
This role supports the completion of daily and monthly activities within the Regulatory Reporting and Market Risk Finance Teams, with responsibilities including:
Recording and monitoring all derivative and proprietary trading positions (Intraday & close of business)
Working knowledge of Foreign Exchange, Interest rate Swaps, Interest Rate Futures, FX Options, Caps & Floors and Asset Swaps, Bonds, FRN’s, CD’s.
Establish working relationship with Group Market Risk Unit, Treasury, Credit and the relevant CRO teams.
Document management of Trades, positions, escalation of breaches to management and ensuring all outstanding items are investigated and cleared as necessary.
OTC Trade valuations using established Bloomberg models
Value at Risk reporting
Production of daily management reports within agreed timescales
Banking Book interest income margin analysis
Customer FX Margin Trading - reporting of breaches, overview of client’s positions, liaising with Banking teams and Credit as necessary.
Overview / maintenance of data records in the General Ledger system to ensure correct classification of data in relation to regulatory reporting and Middle Office schedules
CSA Collateral management in respect to investigation of exceptions, margin calls and monthly interest.
Provide assistance & cover as necessary in relation to the Asset and Liability Committee schedules.
Responsible for the data integrity of all futures and option reporting.
Monthly Submission of the PRA Treasury Asset schedule.
Quarterly Submission of the PRA Treasury Basis Risk return.
Hedge effectiveness documentation / testing
To be considered you will have a working knowledge and experience within financial services (either: Risk Management, Middle Office, Accounting Function).
Edward Mann Ltd acts as an employment business for temporary positions and an employment agency for permanent positions. Edward Mann Ltd is committed to equal opportunity and diversity. Suitable candidates with equivalent qualifications and more or less experience can apply.