Senior Market Risk Analyst
- Employer
- B&FS Risk
- Location
- London, UK
- Salary
- Competitive
- Closing date
- 10 Feb 2021
View more
- Sector
- Accountancy
- Contract Type
- Permanent
Job Details
Key Responsibilities:
Key Requirements:
- 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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