Market) Risk Analyst, Analytical, VAR, London

(Market) Risk Analyst, VaR, Risk Analytics,

You will be part of a Major Project within Risk that my client is undertaking centred around the Fundamental Trading Book Review.

The client offers
*The role is within Risk Analytics and Reporting in the Global Consolidation team which is responsible for calculating the market risk capital analysis for the business.
*As part of the Consolidated Reporting Group the applicant will be responsible for overseeing the reporting and analysis of entity specific risk information, covering the specific limit framework, Market Risk capital calculations and Risk Management review.
*Analysis of capital, requiring an understanding of VaR, SVaR and IRC, and an ability to explain this to senior management.
*Specifically looking at the development of the Fundamental Trading Book Review roll out.
*Build and manage relationships with key stakeholders and data providers (ie SRM and other FRDAR teams) to be able to obtain data and explanations of positions to be able to complete analysis of variance in capital.
*To package and present analysis to senior management both within RFDAR and a wider CS audience, including a number of non-risk forums eg Finance.

All Skills need to be CLEARLY VISIBLE within YOUR CV/Application:
*Good communication skills; Attention to detail; Strong control mind-set.
*Strong analytical skills and excel knowledge, understanding of market risk regulatory capital components (eg: VaR, Stressed VaR, Risk not in VaR and IRC).
*Experience in financial markets and risk management would be preferable with
*Quantitative/Financial Undergraduate Degree.

If you wish to apply for the above position, please call me or email.

Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly.

Adecco is an employment consultancy and operates as an equal opportunities employer.

Hy-phen Limited is acting as an Employment Business in relation to this vacancy.

The Adecco Group UK & Ireland is an Equal Opportunities Employer.