Market Risk Analyst

. A successful candidate will have solid evidence of performing a risk analyst, trading or product control role and will have exposure to credit derivative products.

Day-to-day duties included; Front Office liaison, relationship management, Daily risk reporting, limit monitoring and excess reporting, Calculation of risk sensitivities, Business level scenario & stress analysis, Business VAR calculation, reviewing markets, risk methodologies, risks not fully captured in VaR and trading positions.

Assisting with New Product Proposals, working with the projects team on tactical and strategic projects for the department and bank to support the continued development of the internal risk management system, working with IT development staff, system testing, and implementation of the final product.

Product Knowledge required for this position include; Credit Default Swaps, Credit Default Indices, CDO/CLO, Asset Backed Securities, CDO Tranches, credit correlation.

Mathematical knowledge will be essential as the role requires a highly analytical individual with a working understanding of Black Scholes, Greeks, Probability Concepts, Monte Carlo techniques and Gaussian Copula.


(Huxley Associates Limited acts as an Employment Agency and an Employment Business)