Market Risk Analyst
- Employer
- Barclay Simpson, EA Licence No: 11S4540
- Location
- London, United Kingdom
- Salary
- £50000 - £55,000
- Closing date
- Jan 15, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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
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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