Market Risk Analyst (m|f|x) London

We are looking for a Market Risk Analyst to join the team to Assist the Head of FX and FX Options Risk Manager in the monitoring of the market activity, the review of positions taken by the desk and communication to Senior Management.

Tasks

• Active participation in the definition of the risk framework and the annual review of limits.
• Validation of risk indicators, preparation of risk reports, control of limits respect and notification of overruns.
• Analysis of positions, risk indicators and results on a daily / weekly / monthly basis (depending on the indicators).
• Participation in the approval process for atypical transactions (one-off).
• Participation in the constant improvement of the risk monitoring set up.
• Participation in the process of reserves computation and valuation adjustment
• Actively monitoring the market context and the risks that may result from it.
• Maintaining direct and regular contact with traders, in order to establish an in-depth knowledge of the activity and the risks.
• Participating in the improvement of risk management and monitoring tools
• Regularly ensuring the relevance of market data used for risk measurement.

The position also includes other cross-functional missions, common to the other members of the team:

• Active participation in regulatory tasks, in particular FRTB, Benchmark, etc.
• Participation in the cross-functional work of the team (dashboards, Market Risk Committees, specific requests, whether internal or external, etc.)
• Participation in perimeter migrations in the new MASAI Eco-system •
• Participation in internal and external audits as well as the implementation of recommendations

Profile / Your qualification / Your personality

Minimal education level

• Bachelor Degree / BSc Degree or equivalent
• Academic qualification / Speciality
• Degree in a discipline related or relevant to Risk Management within an Investment Bank, e.g. Engineering, Economics, Finance, Business Administration

Ability to:

• analyse a problem and propose solutions
• explain a complex topic in very simple terms; communicate clearly and concisely
• work independently and provide regular progress update; seek help/support when necessary
• build strong relationships whilst maintaining independence; handle disputes, negotiate with traders.

Technical skills required

• Be comfortable with Microsoft Office, Python or similar languages.
• Automate reporting and data queries for analysis purposes, and develop/maintain solutions to facilitate the

Contact

Annabel Giles

Head of HR - Global Markets

Location

5 Appold Street, GB-EC2A 2DA London