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Market Risk - Leading Investment Bank (Multiple Headcount)
Ashford Benjamin Ltd
January 14, 2021
Perform day-to-day risk management of FICC and Equity business, analyse large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
Create and produce/automate risk monitoring reports including performance and attribution analysis, concentration analysis, stress testing, beta and VaR calculation etc on regular basis;
Develop and modify simple mark risk models
Perform price verification and analysis to ensure pricing to fair value;
Communicate closely with internal and external stakeholders;
Collaborate with other corporate functions on issues of common interest (e.g. Finance/Product Control on bookings, valuation and P&L, operations etc.)
Minimum 3 years working experience in market risk or product control function in a investment bank/securities house
Familiar with FICC and Equity business
Strong excel and VBA macro skills are a must; other IT skills e.g. SQL and database are preferred;