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An opportunity has arisen for an exciting firm in the city, to join their risk management department.
Your market risk experience will need to include VAR and Gross limits and this experience needs to come from both a first and 2LOD. You will be dealing with a range of products, but a strong understanding of FI products and Derivatives will help for his position. Daily tasks include FI's and Derivatives Daily position monitoring & reporting and daily Pnl/VaR computation and validation against market movements Strong communication skills expected as you will be regularly communicating with senior stakeholders and engaging with traders.
Additional requirements include; â€¢ 3 to 4+ years of work experience in quantitative analysis in risk modelling â€¢ Thorough knowledge of market risk methodology, risk measures, VAR â€¢ Good background of statistics, econometrics, financial mathematics, stochastic calculus or machine learning â€¢ Excellent analytic skills â€¢ Experienced in modern programming languages and statistical languages (R or Python)