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Prime Personnel
,
London, Greater London
Market Risk Analyst, Investment Banking
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Salary: Up to £72,000 per annum |
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Overview
Expanding Securities trading house has a fantastic opportunity available for a Market Risk Analyst to join the team to primarily assess new business transaction proposals across varied bond and equity markets that they trade in. In addition to typical daily activity, you will be involved in a number of process and procedure initiatives, VAR analysis stress testing, review of model suitability and PnL overview assessments. You will also be responsible for the market risk Pillar 2A capital calculations, regular valuation of the derivatives portfolio and review of “greeks”. Strong systems skills are of course essential; VBA level Excel, and prior use of Leversys Bloomberg & PRISM will prove useful. This job was originally posted as www.totaljobs.com/job/89937570