Job Description

The role of Market Risk Analyst requires a detail-oriented professional to assess, monitor, and report on market risks within the financial services industry. This is a temporary position based in London, offering a competitive daily rate.

Client Details

International corporate bank.

Description

• Ensure that market risk metrics are accurately calculated and reported in accordance with Market Risk policy to the senior management and the HO.
• Maintain and improve the risk infrastructure of the Branch.
• Monitor the business plan of 1st line from Market risk perspective and to ensure there are appropriate limits available for smooth conduct of business.
• Improve the methodology for accurately calculating market risk exposures from new and existing products and business, including portfolio market risk measures such as VaR, DV01, FX exposure.
• Monitor counterparty Credit Risk and country risk for the branch.
• Perform stress testing and qualitative risk assessments of different business units.

Profile

A successful Market Risk Analyst should have:

• A strong academic background in finance, economics, or a related field.
• Experience in Market Risk Management within financial services.
• Proficiency in risk modelling tools and quantitative analysis.
• Intermediate Excel - VBA & Macros (Competent)

Job Offer

• Competitive daily rate of GBP 250/day+.
• Temporary position based in London, offering a dynamic work environment.
• Opportunity to work with a reputable organisation in the financial services industry.
• Exposure to a diverse range of market risk responsibilities.