Senior Risk Analyst - Market Risk Framework

Senior Risk Analyst - Market Risk Framework

Senior Risk Analyst required for global Tier 1 Investment Bank. Our client is seeking an experienced Risk Analyst to improve market risk framework by providing analytics-based measures of risk for global Traded Risk portfolios.

This is a role responsible for supporting the development and maintenance of market risk models and methodologies for more accurate traded risk measurement and management.

The core objectives are to:

- Review the Risk-Not-In-VaR framework to integrate risk factors in VaR where possible
- Drive improvements in the generation of generic Proxy and the capture of the idiosyncratic components.
- Coordinate projects dedicated to ensure consistency across sites
- Understand both regulatory and business requirements, ensuring that the models are fit-for-purpose

Requirements for the role:

- Strong analytical skills. Minimum Masters level in Math/Science/Engineering discipline
- Good understanding of statistics and familiarity with sophisticated tools for numerical analysis (eg. Matlab).
- Relevant working experience in either Risk Management or quantitative modelling of exotic parameters.
- Ability to lead, manage and successfully deliver projects within the agreed time scale, in liaison with all relevant stakeholders: model owners, credit, business, IT, senior management and regulators.
- Clear and demonstrable familiarity with market risk metrics such as VaR, IRC, RNIV
- Open personality and effective communication skills, ability and flexibility to work in an international team
- Ability to write clear and understandable documents

This role would suit somebody that is comfortable working in a fast paced environment where deadlines are met and end-goals are achieved. This is a very good opportunity to secure a role where you will be considered an authority in your field, and be given the chance to offer as much input as possible.
To avoid missing out, please send your CV with all relevant details included. Due to requirements of this position, only candidates with the skills/knowledge mentioned above will be considered.