Senior Market Risk Analyst

B&FS Risk
London, UK
Closing date
10 Feb 2021

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Contract Type

Job Details

Key Responsibilities:
  • Defining and implementing all methodological improvements for portfolio market risk metrics
  • Responsible for reviewing and monitoring market risk measurement models, creating dashboards to assist with analysing and reporting of market risk.
  • Communication with relevant stakeholders to describe the analysis conducted on a daily basis
  • Develop market risk methodologies for analysis

Key Requirements:
  • Strong academic background, preferably from a Mathematics, Science of Engineering discipline
  • Experience within derivatives is preferred
  • Knowledge of OTC derivatives, preferably Interest Rate Swaps
  • Knowledge of financial markets is a must
  • Excellent IT Skills; VBA, SQL, Python
  • Strong communication skills and the ability to multitask

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