Market Risk Analyst

United Kingdom
11 Nov 2017
18 Nov 2017
Contract Type
Full Time
Leading Investment Bank are looking to hire a Market Risk Analyst with domain knowledge across market risk, this would be based in London and circa 500/day. Market Risk Technology Team MR Tech is providing applications, expertise and consultancy to risk managers and risk system users. The team is part of a wider technology group. The team manages the core business market risk applications and leverages the common infrastructure. Role Purpose The MR Reporting analyst will be instrumental in designing business specific data models and Market Risk Reports to cover all asset-classes. This will leverage both existing applications and the newly defined "Market Risk Portal". The person will be responsible for identifying reporting requirements - arising from risk managers, and their correct implementation to cover data models down to individual user reports. Another aspect will cover the operating model supporting the end-to-end reporting function, e.g. to include adjustments, portfolio calculations, etc. Essential Skills/Basic Qualifications: Subject Matter Expert in Risk reporting Strong communication and interpersonal skills Ability to capture the essence of business needs and translate them in clear language into concise documents Hands-on experience of data mining of risk data Desirable skills/Preferred Qualifications: Understanding of risk measures: VaR, Expected Shortfall, stress testing Worked in a market risk or front office environment with a reporting function Participated in reporting software design either at other banks or software providers Sthree UK is acting as an Employment Agency in relation to this vacancy. - provided by Dice DATA MINING, MARKET RISK, RISK TECHNOLOGY