Market Risk Analyst

The business is rapidly expanding and offers candidates the chance to get involved in a wide variety of tasks. Candidates will report into senior members of the business, so strong communication skills are essential.

Candidates duties will include:

* Ensure understanding of the detailed calculations; including the assumptions inherent within the initial margin algorithm and the curve building methodologies.
* Assisting to ensure that parameters are reviewed in line with policy
* Assisting to ensure all new and existing products are appropriately margined and valued.

Candidates must have a knowledge of current VaR methodologies and an involvement in setting of stress test scenarios.

Required Skills

* MSc in a quantitative discipline from a respected university.
* IR Swaps/Swaptions trading exposure. (minimum 2-4 years in the Interest Rate Market in a trading or risk environment)
* VBA proficient.
* Strong understanding of VaR models.
* Experience in a Market Risk role in a well recognised financial institution.

If you would like to discuss the role in more detail, please provide a copy of your CV and I will get in touch as soon as I can.To find out more about Huxley Associates please visit www.huxley.com