Market Risk Analyst

Recruiter
Prime Personnel
Location
United Kingdom
Salary
£49,000
Posted
05 Oct 2017
Closes
03 Nov 2017
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

A major international bank is seeking a dynamic new addition to its market risk reporting team Your duties will cover:

  • Producing reports on the performance and risk sensitivities of the European Treasury Dept.
  • Reporting on the current liquidity gap
  • Interbank Credit Reporting
  • Analysis of the positions and comments on the global markets
  • Analysis on the VaR
  • Monitor/Report on performance and position limits

Your experience must include:

  • Proven relevant market risk reporting experience gained within international banking
  • Excellent understanding of financial products - Interest Rate, FX derivatives and commodities
  • Good understanding of market risk sensitivities
  • Advanced Excel is essential with VBA and MS Access
  • Degree educated
  • Professional qualifications preferred
  • Funds Transfer Pricing experience preferred

This job was originally posted as www.jobsite.co.uk/job/959219076