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Market Risk Analyst
Global leading invesment
About Our Client
International Investment Bank
The role requires the Market Risk Analyst to:
- Analyze positions and portfolios booked in/traded by assigned legal entities with respect to exposures to market risk. These products include: interest rate, foreign exchange, fixed income, commodities, volatility and equities.
- Gather price, yield, spread and other rate and curve market data.
- Analyze positions and input or update daily prices, verify off-market rate deals, research on current and historical market data using internal and external systems.
- Investigate issues and reconcile positions in the risk systems.
- Interface with lines of business, trading desks, Head Office and affiliate entities to solve different issues.
- Calculate daily and monthly liquidity risk indicators, produce stress-testing results, monitor balances and settlement fails.
The Successful Applicant
The candidate must have:
- Bachelor's degree in areas of Economics, Finance, Mathematics, Statistics, Business, or Engineering.
- Understanding of capital markets products.
- Computer skills, including experience programming and other computer languages, excellent command with Excel.
- Good communication and interpersonal skills.
- Knowledge in Volcker rule and Reg Y is highly desired.
What's on Offer
Highly competitive hourly rate for Market Risk Analyst.