Market Risk Analyst

  • £50,000 to £70,000
  • Londres, Angleterre, Royaume-Uni Londres Angleterre GB
  • CDI, Plein-temps
  • LMA
  • 20 juin 18 2018-06-20

An excellent opportunity has arisen at a leading brokers in central London for a Market Risk Analyst who has previous risk management and quantitative experience to join the team.

Some of the responsibilities within the role will include but are not limited to:

  • Monitoring of client/firm positions, account balance and P&L to ensure commitment to pre-define risk parameters.
  • Reporting of important risk issues to Risk and Business Management, accelerating where necessary.
  • Risk analysis of client positions including VaR, Sensitivity Analysis and Stress Testing.
  • Responsibility for day to day procedures.
  • Analysis and approval of trade transfers and client payment.
  • Custom assignments and risk projects which are directed by CRO and the Risk Manager.

Experience within a quantitative background either within education or professional, focus on options pricing and hedging. Knowledge of VaR, Stress Testing and Sensitivities.

In return they are offering a starting salary in the range of £50,000 - £70,000 (depending on the previous experience) plus an excellent bonus and benefits package.