Risk Analyst - Equities - Investment Banking

Risk Analyst - Equities - Investment Banking

Canary Wharf - 6 months

RESPONSIBILITIES
* Working closely with senior risk managers and quant analysts to ensure that convertible bond scenarios held on the Equities cluster complies with FDSF requirements.
* Using product knowledge to ensure scenario results are in line with expectations given the convertible bond portfolio.
* Reviewing existing scenario methods and identifying gaps and suggesting improvements where necessary. Establishing appropriate methods where gaps exist.
* Analysing scenario results at a granular level for reasonableness based on the products in question and their expected risk characteristics.
* Working with analysts to verify reasons for changes in scenario results.

SKILLS AND EXPERIENCE
* Strong product knowledge and understanding of Equity risks.
* Good knowledge of scenario and stress testing techniques and issues.
* IT knowledge/skill sets including SQL, VBA, Excel
* Relevant experience in equity derivatives and market risk

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

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