Risk Analyst

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Risk Analyst

A top tier investment bank are looking for a Risk Analyst to join their Risk and Control Function on a rolling contract basis based in London.

Role Responsibilities:

The role will require you to ensure that accurate risk (VaR, sensitivities, IRC) is reported. You will also be using your skills to liaise closely with Head of Market Risk to provide analysis and support. Also to ensure implementation of high data quality for Risk Management and to comply with Regulations including Brexit.

Key Skills:

* Detailed knowledge of trading business and products, risk methodology and regulatory framework.

* Expertise in Interest Rate products, Counterparty risks and trade characteristics

* Understanding of exposure calculation approaches, Traded Risk Internal Controls Frameworks

* Previous exposure regression analysis

* Experience documenting requirements and validating functional specification

* Level of practice: 2+ years post education

* Advanced knowledge of VBA and SQL

* Quantitative/Mathematical educational background (up to Masters ideally)

* Investment banking and financial services knowledge

Additional Skills:

* Previous stress testing reporting knowledge