Market Risk Analyst - Collateral Haircut

Market Risk Analyst - Collateral Haircut

*Previous experience applying/calculating collateral haircuts is essential*

My top tier investment banking client is currently looking to hire a number of Risk Analysts to join their Market Risk team to lead the implementation of a high profile FSA mandated project which will look at calculating and applying haircuts to collateral.

The role will involve:
*Contributing to defining credit risk methodologies and shaping them to align data.
*Provide a key point of contact for Front Office and credit risk for haircuts applied and market data used.
*Ownership of the collateral haircut project - including implementation of market data systems and definition of requirements
*Design new system functionality to automate data onboarding/review

Candidates must be able to display the following skills:
*Previous risk experience (either credit or market)
*Previous experience applying/calculating collateral haircuts is essential*
*Post graduate education - MSc, CFA, etc
*Excellent Excel skills
*Strong analytical mindset

Please apply ASAP for immediate consideration on the long term programme

Interquest Group PLC is acting as an Employment Business in relation to this vacancy.