Risk Analyst-Derivatives book Migration

*Risk Analyst,Derivatives book migration,Investment Banking,Equities-Canary Wharf-6 months*

A tier 1 investment bank based in Canary Wharf require a Risk Analyst who has experience on Derivatives book migration to a new system.

Main responsibilities and key tasks:

Working closely with senior risk managers and quant analysts to ensure all relevant market risks for the traded product range are supported by the Front Office risk management systems and captured within the market risk systems
Ensure all new risk types fed downstream by Front Office systems reflect the relevant market risks of the portfolio
Identify gaps in risk capture and provide ideas and analysis for overcoming these gaps
Identify issues with existing trade bookings, from a risk capture perspective
Work with risk analysts to understand the various types of VaR used within the bank and ensure the risk capture from valuation models fits into the VaR model
Provide business/functional inputs to various quant, support and IT teams, in ensuring successful implementation of new and improved risk measures, VaR methodologies and other projects.

*Risk Analyst,Derivatives book migration,Investment Banking,Equities-Canary Wharf-6 months*

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

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