Dieses Jobangebot ist archiviert und steht nicht mehr zur Verfügung.
Vakante Jobangebote finden Sie unter Projekte.

PnL Explain Risk Analyst

Eingestellt von Montash

Gesuchte Skills: Python, Vba, Client

Projektbeschreibung

PNL EXPLAIN RISK ANALYST -£500 -£575 - CONTRACT - 6 MONTHS - INVESTMENT BANK - LONDON

My client is global investment bank in need of a talented PNL EXPLAIN RISK ANALYST FOR A 6 MONTH ROLLING CONTRACT.

THE SUCCESSFUL PNL EXPLAIN RISK ANALYST WILL COME FROM AN INVESTMENT BANKING BACKGROUND AND HAVE RECENTLY BEEN INVOLVED ON DOCUMENTYING AND ANLAYSING VAR EXCESSES.

PNL EXPLAIN RISK ANALYST

The role of the PnL Explain Risk Analyst is to analyse and document the underlying causes of the VaR excesses. He/She will be part of the PnL Explain task-force whose responsibility is to analyse and present the VaR excesses analysis

PNL EXPLAIN RISK ANALYST Required Skill Set

A) VAR, RISK SENSITIVITIES AND RISK FACTOR CALIBRATION AND VAR BACK-TESTING KNOWLEDGE

- Very good knowledge of the Hypothetical and Real PnL's for assessing the adequacy of the VaR Model and the various statistical tests used in the VaR Back-testing concept.
- Knowledge of the Basel II Traffic lights approach for excesses is essential
- Very good knowledge of the VaR and ES risk measures and the market risk in general.
- Understanding on the risk sensitivities impacting the VaR of FX and Fixed Income instruments
- Acquainted with the most appropriate technique to use when calibrating the market risk factors (use of relative, absolute or log-returns)
- Must have advanced knowledge on Python programming language and VBA Cells functions for extracting/manipulating data from external data sources
- EXCELLENT DOCUMENTATION SKILLS, and must be willing to spent the necessary time to CLEARLY ILLUSTRATE the reasoning that has been followed for explaining an excess.

If you are a perfect match for this PNL EXPLAIN RISK ANALYST POSITION PLEASE APPLY AND CALL ME ASAP

Projektdetails

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

Montash