Market Risk Analyst - Investment Bank

Your role :

Are you a highly motivated person looking to take up a challenge? Do you like analyzing risks and producing high quality reports that include qualitative analysis? Would you like to present to senior management on the bank's market and treasury risks? We're looking for someone like that to:

- Understand the trading portfolio and analyse risk sensitivities (greeks)

- Provide impact analysis on an ad-hoc and regular basis to Senior Managers to help them in the decision-making process (i.e. looking for optimal hedging strategies)

- Stress analysis - understanding how the portfolio could reacts to market and economic events (ie. Lehman Brothers collapse, the Eurozone crisis etc.)

- Production of daily market risk reports, including VaR, Stress, RWA, CST, sensitivity reports on time for the Market Risk community including but not limited to Trading, Risk Officers, Senior Management, Executive Committees, Chief Risk Officer and to Regulators

Your team :

You'll be working in the Market Risk team primarily responsible for the production and development of the comprehensive market and treasury risk information used by the risk control teams and by senior management at all levels throughout the firm. The services provided by our team are consumed by the Group Executive Board, Board of Directors, Executive Committees, Chief Risk Officer, Regulators and Trading amongst others.

Your expertise :

- University graduate/postGraduate (mathematics, statistics, economics or business/finance). CFA/PRM/FRM are favorable

- Previous years of working experience in the financial market industry, ideally in market/treasury risk

- Good knowledge of MS Excel, financial products and market risk fundamentals (essential) including but not limited to VaR, Stress Testing, Risk Weighted Assets and Combined Stress Testing