Risk Reporting Analyst

Risk Reporting Analyst

Market Risk, VAR, MI, Data, FX, Fixed Income, SQL, VBA

My client, a leading investment bank, is looking for a Risk Reporting Analyst on an initial 6 months contract to be based in London. This position forms part of the overall Risk function (Market & Credit Risk), and provides risk reporting and exposure monitoring, analysis, Market Data validation and project management for Risk Management.

Key responsibilities:

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Production of daily stressed VaR across the Investment Bank
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Drive improvements and facilitate the implementation of the daily stressed VaR reporting process.
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To be the point of contact with the FO risk management team, working on limits monitoring and risk analysis
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Produce management information (MI) on VaR changes/drivers and Position reporting
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Assisting in production of daily risk reports that are sent to senior management, Front Office and Risk (both VaR and Position).
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Running data integrity checks around the products position reporting systems
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Ensuring audit integrity for all MI generated from the production process and governance on Policies set out by the Bank
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Managing relationships with other operations teams that are responsible for maintaining data which impacts reporting

Key requirements:

- Solid and in-depth VaR experience (ideally 1 year +)
- Market risk management/reporting experience in one of the following Asset Classes. FX/Rates,Fixed Income Credit, Commodities, Equities, Emerging Markets
- Prior experience in market risk/risk reporting/VBA & SQL