Senior Analyst - Market Risk Management & Reporting - BFS

Fantastic opportunity has arisen with a world leading bank in their Risk Management Team

Responsibilities :

- Participate in tasks across the breadth of services from front to back, cross team collaboration to learn about FO-data governance process and market data update function

- Perform daily market data update process, clearing exceptions, altering rules and source mappings as necessary

- Understand different VaR models and extreme move calculations to assess the impact of updates to market dataset

- Perform analysis using the VaR engine to quantify impacts of versioned updates to the market data set and project releases

- Evaluate quality and suitability of existing source data, mappings

- Liaising with market data and other risk systems IT support to specify and test system improvements

- Undertaking key projects to incorporate bulk new Instruments or asset classes including analyzing the quality and availability of market data

Required Candidates Skills :

- 2- 4 yrs experience in Market Risk Assessment and Reporting

- Experience in Performing analysis using the VaR engine

- Excellent Stakeholder experience