Market Risk Analyst

Market Risk Analyst

London based clearing house, are looking to recruit an enthusiastic and motivated individual, to join their expanding Risk Department as a Market Risk Analyst.

The primary responsibilities will be:

* Conducting in depth, granular review, validation and proposal of model parameters for VaR, margin parameters, stress tests and potentially collateral management functions
* Daily monitoring of the various risk exposures of Clearing Firms, including risk reporting and intraday exposure monitoring
* Defining business requirements and clear specifications for VaR model upgrades and enhancements
* Specification and setting IT requirement for implementing new model features
* Assist and consult product development integrating new features into VaR, SPAN and intraday risk systems
* Contribute strongly to “hands-on” and ad-hoc requests for development and solutions in time-critical situations
* Documentation and presentation of risk models for members, regulators, risk committees and boards
* Risk analysis, including liquidity, volatility and correlation, of new products for clearing
* Calibration of risk models for margin requirements, stress tests, concentration charges and wrong way risk.

To be considered for this position, ideal candidates must have previous experience within Oil, Gas & Power

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