Market Risk Analyst - Top Investment Bank
A highly respected investment bank requires a Market Risk Analyst to work within The Market Risk Management department.
Department overview:
MRI (Market Risk Infrastructure) provides governance and control of the banks Market Risk Management department. Core activities relate to procedural management that ensures the Regulatory Compliance of their European entities. Supervision of the end to end production of VaR, Stressed VaR, IRC, CRM, Stress Scenarios and similar processes in line with the terms of the bank's IMA permission waiver. Delivery of management, capital and regulatory reporting in line with firm wide governance and regulation.
Key objectives critical to success:
- Execution of MRI business processes in line with the bank's Market Risk policies and procedures to include but not limited to; daily sign off / adjustments / Market Risk add-ons / NEHS capital assurance
- Delivery of continual process improvements to address procedural control gaps
- Monitoring of the service levels / issues / problems encountered with the Risk Infrastructure used to produce the Market Risk Metrics with Production Services team.
- Stakeholder management / establish peer relationships with the Market Risk Management team and Global MRI teams
- Understanding of early escalation and controls for daily decision.
Skills, experience, qualifications and knowledge required:
Essential
- 1-3 years of relevant experience
- Degree preferably within a quantitative subject, postgraduate degree or relevant professional qualifications (e.g. CFA, FRM and CQF) preferable.
- Knowledge of risk management methodologies (e.g. VaR, Risk Capital, Stress Testing)
- Management of stakeholders at various levels and in different regions
- Written and verbal communication
- Proactive and motivated
- Time management and deadline driven
Desirable
- Strong technical data analysis skills and used of tools such as Excel / VBA / Python / SQL
- Experience of regulated capital reporting regimes
- Experience of Financial Services Risk Management or Middle Office / Operations function including end to end trade lifecycle / data flows.
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