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Market Risk Analyst - Banking

  • Location

    London

  • Discipline:

    Risk Management

  • Job type:

    Permanent

  • Salary:

    £30,000 - £35,000

  • Consultant:

    Periklis Alygizakis

  • Email:

    palygizakis@merje.com

  • Job ref:

    PA/16780

  • Published:

    15 days ago

A boutique international Bank is looking for a Risk Analyst to develop and support their Market Risk function.

You will be located in their London Head Office and under the Head of Market Risk, you will apply your industry experience and technical expertise across the department’s 2nd line of defence.

On a typical day to day, you might be:

  • Providing analysis on P&L, MTM, VaR stress testing and internal measures such as Economic Capital
  • Developing models for Internal Stress Testing or automating and embedding relevant MI for forums, the Board or Risk Committees
  • Supporting COREP, ILAAP, ICAAP, RRP and Pillar 3 reporting
  • Providing 2nd line assurance for the front office’s activity, ensuring it is in line with internal policy
  • Assisting in the preparation of information packs for various management committees and the CRO
  • Developing and managing relationships with key stakeholders across the business

You will ideally have:

  • 1+ years’ experience within a financial institution or FS firm within risk management/market risk analysis
  • A technical degree e.g. Finance/Economics/Maths/Physics
  • Knowledge of either Excel, Access, VBA, Finastra, Datastore DSX or Bloomberg is desirable
  • Knowledge of interest rate products, counterparty or market risks; an understanding of risk factors for FX, Rates and IR products is desired but not necessary
  • Some regulatory knowledge around Basel III/CRD IV and ICAAP, ILAAP and RRP
  • Hunger to learn, a team player and the ability to deliver projects accurately and on time