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Position: Market Risk Analyst - Treasury
Location: London,,
Position Type:
Sectors/Categories:
Salary: 450
Large Financial Institution has a new opportunity for a Market Risk Analyst to join an established Corporate Treasury function based in London. You will be responsible for the following tasks
- Develop, prototype and produce a new daily market risk dashboard for the team covering all the key market risk measures and VaR based on risk data obtained from various source systems. This will require liaison with the business and Middle Office, plus developing procedures to investigate problems and make adjustments to the daily reporting
- Calculate VaR and other approved risk measures (e.g. NII, Market Value Sensitivity) on daily basis to compute and report the market risk exposure against the approved triggers and limits.
- Identify areas where risk measurement and reporting can be improved for completeness and accuracy. Play a key role in ensuring that the market risk reports produced are of a very high standard and timely.
- From knowledge of positions provide insight to the other members of Market Risk of areas to consider further improvement in processes and controls.
Required
A high degree of numeracy, probably maths to a good standard at A level or equivalent, is essential. Good knowledge of statistics is advantageous.
From practical experience familiarity with and understanding of treasury activities and products, and a strong knowledge of interest rate derivatives (e.g. Balance Guaranteed Swaps, Single currency interest rate swaps and Cross-Currency swaps) are prerequisites for this position.
Good understanding of industry standard pricing models for debt instruments and interest rate derivatives. This could have been gained either from previous market risk or product control roles.
Good financial management skills including the ability to understand revaluation models and present value trades would be an advantage.
Interested? Apply to Kevin Suddaby at Argyll Scott International for more information.
Company Name: Argyll Scott
Advertised On: Fiish Media
Date Posted: 23 June 2011
