Market Risk Analyst
Posted on Jul 12, 2019 by CV-Library
My client is a commodity risk management company based in the City of London.
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
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.
This is a permanent role based in the City of London