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Market Risk Analyst

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Leading investment bank is undergoing massive change within their Risk business and as such have an urgent requirement for a number of Market Risk Analysts to join their area. This particular role will be within the fixed income business with your main focus on the Credit products traded. Some of your key responsibilities will be identifying the banks exposure to various investments in the Basel III regime. You will also need to identify data requirements and resolve any gaps within your findings. You will also work very closely with both senior risk managers & quants to develop VaR methodologies. Some of the other duties you will undertake include ? Performing self led analysis into the pros and cons of methodology enhancements ? Proactively developing solutions to negative aspects of model behaviour ? Compiling and presenting road shows for Senior management covering regulatory impacts, key methodology features & capital implications This is an urgent requirement and requires someone with prior market risk experience. You will need to apply and quote reference number JQU151609 Marks Sattin EMEA is acting as an Employment Business in relation to this vacancy.
This vacancy is no longer advertised