Junior Market Risk Analyst

Junior Risk Analyst required to produce activities associated with reporting and limit management for Market Risk and Liquidity and Stress Risk Management.

Essentially the work is to work with data slices in Excel, identify exceptions/errors/movements in ILAA/ICAP stressed VaR Credit and Liquidity numbers, investigate these and produce risk reporting and commentary.

Provide support to the Market Risk and Liquidity and Stress Risk Management teams in understanding and explaining key risk drivers. Support the enhancement and implementation of strategic and tactical risk and reporting systems by documenting requirements and executing test plans.

Responsibilities:

Ensure timely & accurate delivery of daily risk reports

Production of weekly/monthly risk packs for Risk Management and Executive Committees

Put emphasis on data quality controls associated with the inputs and outputs from the risk systems (this will include investigation of issues and reporting against the firm's KRI framework)

Respond to frontline/Risk Management queries around reported risk numbers and daily changes.

Liaising with Head Office Tokyo on London Market Risk queries.

Managing data integrity issues related to Front Office and Risk systems which cover trading/non trading business, which we report on.

Fact finding investigations into the Market Risk numbers and calculation.

Daily monitoring of the risk limits & daily reporting of the excesses according to Mizuho procedures.

Ensure an accurate record keeping, correctness and accuracy of the limit excesses & their related documentation.

Ensure all books are correctly included in risk system and are mapped to the correct hierarchies.

Ensure that the EUC register is kept up to date, detailing the correct status of all project work.

Build relationships with other areas of Risk Management, Finance

Ability to handle multiple projects and assignments simultaneously;

Experience documenting business requirements and writing/executing test plans