Market Risk Analyst - FX & Commodities
- £45,000 - £50,000 plus benefits & bonus
- Londres, Angleterre, Royaume-Uni Londres Angleterre GB
- CDI, Plein-temps
- Gresham Hunt
- 15 juin 18 2018-06-15
Gresham Hunt are recruiting for a Global Financial Services client of ours based in the city, London. This business are highly regarded and are looking for a bright professional who can join their growing Market Risk team.
- Preparation and analysis of daily market risk reports, including, but not limited to, VaR, stressed VaR, Initial Margin, stress testing, cash flow, PnL, operational risk
- Verification of limits set on ETPs by automatic processes
- Dealing with rejections on ETPs intraday
- Maintenance of global market risk database
- Preparation of the reports to be presented at the monthly Risk Committee
- Review and improvement of the existing Market Risk models
- Ad-hoc project work and analysis
- Occasional cover for other regional offices
- 1 or more years’ experience working in market risk/middle office with the ability to evaluate and analyse positions and PNL for proprietary portfolios.
- Background in mathematics or similar quantitative field
- Solid understanding of FX and exchange-traded derivatives products
- High level of VBA essential, SQL would be advantageous
- Good communication skills.
- Good team player
Please contact email@example.com for more information