Market Risk Analyst The Market Risk Analyst will need the following experience:
• Thorough understanding of risk management metrics such as VaR, sVaR, PVBP, RWA and Stress Testing
• Understand key risk factors for FX, BSM, Credit and how they are measured.
• Thorough understanding of the Market risk function.
• Knowledge of new regulatory requirements including FRTB
• Ability to design and implement normalised databases.
• Advanced knowledge of Python, VBA and SQL
• Experience of related banking areas, e.g. Product Control, Valuation and/or Market Risk.
• Quantitative Educational background.
• Previous experience within Investment Banking. This is a critical role for the Investment Bank, so please upload your updated resume as soon as possible.