Market Risk Analyst - Rates & FX - Financial Services

  • GBP45000.00 - GBP60000.00 per annum
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Twenty Recruitment Group
  • 15 nov. 17 2017-11-15

Twenty Financial Services are currently recruiting for a Rates and FX Risk Analyst for a Global Financial Services Institution based in London. The main responsibility of the role will be maintaining the risk management of interest rate and FX products.

Twenty Financial Services are currently recruiting for a Rates and FX Risk Analyst for a Global Financial Services Institution based in London.

The main responsibility of the role will be maintaining the risk management of interest rate and FX products.

Responsibilities:

  • Risk Reporting: analysis and commentary of movements in the risk profile within the division
  • Assessing the risk of existing and new OTC and cleared products
  • Enhancing the risk management framework
  • Working accurately and adhering to regulatory requirements within the control framework
  • Building interest rate yield curves
  • Understanding and discounting implied forward curves and NPVs as well as being able to quantify P&L by attribution

Skills required:

  • Knowledge of FX, Interest Rates and Swaps
  • Market Risk knowledge is highly desirable
  • Rates or FX Product control experience would be desirable
  • Experience within a front office facing middle office role would be considered with relevant product knowledge
  • Knowledge of Bloomberg or Reuters for building yield curves
  • Knowledge of the characteristics of non-cleared and cleared markets
  • Experience with Market Data
  • Advanced user of Excel/ VBA
  • Strong analytical and numerical skills