Market Risk Reporting

Employer
Barclay Simpson, EA Licence No: 11S4540
Location
London, United Kingdom
Salary
£40,000 - £60,000 Base + Bonus
Posted
Oct 07, 2019
Closes
Nov 05, 2019
Ref
6105171
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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.

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