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.

The Role:

  • 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

The Candidate:

  • 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 mark.mcloughlin@greshamhunt.com for more information