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Market Risk Analyst

Posted on Jul 12, 2019 by CV-Library

City and County of the City of London, United Kingdom
Accountancy
Immediate Start
Annual Salary
Full-Time
The Market Risk Analyst will assure market risk, valuation control, liquidity risk, credit risk and operational risks are appropriately measured, monitored and reported in accordance with company and regulatory policies.

Client Details

My client is a commodity risk management company based in the City of London.

Description

The Market Risk Analyst will be responsible for:

* New product control and release.

* Trade input modelling.

* Maintain and revise risk reports; requiring proficiency in Visual Basic programming.

* Daily P&L investigation liquidity monitoring.

* Conduct month end valuation control (Price Testing, Reserves CVA/DVA).

* Validation and documentation of pricing models and simulations (back testing & benchmarking).

* Perform risk assessments and audits.

* Complete ad hoc project work.

* Liaise with global risk teams

Profile

The successful Market Risk Analyst will be:

* Degree in mathematics, statistics, engineering, risk management or relevant subject.

* Intellectually curious.

* Excellent numeracy, analytics, combined with strong communication skills.

* Advanced aptitude for problem solving and multitasking.

* Solid understanding of commodity derivatives.

* Experience within Market Risk.

* Openlink Endur Software knowledge.

* Proficient in Excel VBA.

* Organised and able to work to strict deadlines.

* Able to work both independently and as part of a global team.

Job Offer

This is a permanent role based in the City of London

Reference: 210408356

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