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The organisation is growing all market risk teams rapidly and they are hiring a lot of Risk Analysts (across all levels). This role sits with the cross-asset teams, focusing on day-to-day risk analysis, quantitative analysis on the flow of products and elements of model work.
Specific responsibilities would include the following:
VaR analysis, Back-testing, stress testing, involvement in assessing/reviewing and setting policies, using pricing and margin models on a day-to-day basis, building yield-curves, forward curves, discounting attribution, mark-to-market etc. The role also involves an element of Model Validation and the candidates would be required to work with the quant teams when assessing new models/products approvals.
Strong experience with in Market Risk Analysis, experience of calculating VaR
Experience in an Investment Bank, Broker or Central Clearing House or Buy side firm
Good communication skills
For more information, please mail me at Parvyez.Salam@eamesconsulting.com