Market Risk Analyst

Barclay Simpson, EA Licence No: 11S4540
London, United Kingdom
£60,000 - £95,000 Base + Bonus
18 Mar 2022
23 Mar 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
My Client is a tier 1 international American bank with an outstanding reputation.

Based in London the role will have flexible working from home/ in the office. The role will offer excellent exposure to all the traded products working with Historical Simulation VaR. The position will offer exposure to both senior management and direct liaison with the Traders.

Candidates will have to work with Excel and SQL and must have VBA programming capability (not just de-bugging or simply writing a basic looping function). Candidates with fourth generation coding experience such as R and Python will be preferred but not required.

Candidates will be working with the Equities desk and therefore should be able to demonstrate knowledge of both derivatives and underlying assets.

Candidates must be familiar with Value at Risk and have experience with one of the three methodologies; VCV, Monte Carlo or Historical Simulation.

Candidates with a broad product knowledge or CFA level 2 or higher would be well placed in the role and have scope to deepen their knowledge.

Candidates must be eligible to work in the UK without sponsorship and all candidates must state their ability to work in the UK on application.

My client has a preference for Tier 1 banking experience.

If you are interested in finding out more, please get in touch urgently.

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