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Market Risk Analyst (Job Ref:RA15810)

Asset Management , Broker/Commodities | Risk - Market | Permanent | Market Rate | City - London

THE COMPANY:

Our client is a leading securities firm based in the City. They are currently looking to expand their team with an enthusiastic and experienced risk professional.

 

THE RESPONSIBILITIES:

  • Assist in the day-to-day delivery of the Company Market risk framework.
  • Assist in developing the market and counterparty risk framework. Ensuring that risk metrics are applicable to the current trading book, models used are tested prior to implementation and developed in line with current industry best practice. Take a lead on projects to develop the departments systems.
  • Be a Liaison to the front office.
  • Providing detailed explanations of the market risk run by the desk, both internally to senior management and the trading desk, and when required, externally to the regulator.
  • Reviewing market risk positions, particularly under potential risk scenarios, and raise challenges to the desk if necessary. Liaising closely with the businesses to understand market trends and to report exposure under different market conditions
  • Conduct Work with the electronic trading and quantitative trading team in the development of the company’s Algorithmic trading strategies and the associated risk controls.
  • Proposing to senior management appropriate market and counterparty risk limits for the trading floor that are within the company risk appetite. Work with the Head of risk to deliver these proposals.
  • Work with the risk team and the company Group function to develop Pillar 1 models for market risk capital calculations and Pillar 2 capital calculations for ICAAP.
  • Work to improve the departmental management information capability and produce the required MI to the Board of Directors on a timely basis.
  • Develop strong working relationships with the front office, back office and support staff to ensure the trading systems adequately represent the risk profile of the trading books and risk data is reported in an accurate and timely manner
  • Develop a deep understanding for what drives financial markets, keeping abreast of news, regulatory change and trends is vital for understanding and identifying potential risk
  • Investigate and resolve anomalies in respect of implemented risk controls
  • Provide additional ad-hoc business support where appropriate.
  • To provide support to the Risk team, in respect of team responsibilities.
  • To build and maintain a strong culture of compliance, risk management, integrity, client focus and other such company values
  • Remain up-to-date in respect of regulatory obligations impacting the Company risk appetite and its regulatory responsibilities in respect of market and Counterparty risk
  • To work as part of the Group risk team, taking part and contributing to Group initiatives.

 

EXPERIENCE REQUIRED:

  • Understanding of risk management techniques for an equity and fixed income trading portfolio
  • Granular understanding and ability to develop models for risk metrics including HSVAR and expected shortfall
  • Develop market risk sensitivity scenarios and stress tests for the trading book
  • Advanced VBA (required)

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