Market Risk Analyst

Employer
Barclay Simpson, EA Licence No: 11S4540
Location
London, United Kingdom
Salary
£50000 - £55,000
Posted
Dec 22, 2021
Closes
Jan 15, 2022
Ref
13089926
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Based in London the role will have flexible working 2/3 days from home. The role will offer excellent exposure to all the traded products working with Historical Simulation VaR. The position will offer exposure to both the banking and trading book 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 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.

If you are interested in finding out more, please get in touch urgently. jl@barclaysimpson.com

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