Market Risk Reporting
- Employer
- Barclay Simpson, EA Licence No: 11S4540
- Location
- London, United Kingdom
- Salary
- £40,000 - £60,000 Base + Bonus
- Closing date
- Nov 8, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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My client is a mid-tier Japanese Bank who are looking to recruit into the Market Risk Management team. The role will be focusing on the Market Risk Reporting, utilising tools including VaR (Value At Risk) as well as Stress Testing and Scenario Analysis.
Candidates will have the opportunity to work across all asset classes, working in a relatively small team with great exposure to the wider business.
Candidates must have proven experience with Historical Simulation VaR and stress testing. Whilst this is not a coding role, candidates must have experience coding in VBA or similar to be able to produce ad-hoc reports and automate regular reports where ever possible.
There is a strong preference for CFA level 3, however, this is not a pre-requisite.
Candidates will have the opportunity to work across all asset classes, working in a relatively small team with great exposure to the wider business.
Candidates must have proven experience with Historical Simulation VaR and stress testing. Whilst this is not a coding role, candidates must have experience coding in VBA or similar to be able to produce ad-hoc reports and automate regular reports where ever possible.
There is a strong preference for CFA level 3, however, this is not a pre-requisite.
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