Job Title:	Market Risk Analyst
Reference:	BHPMR119881MR
Salary:	£60000 - £75000 per annum + Pension, Health, Bonus
Location(s):	City of London
Industry(s):	Banking
Advertiser:	Goodman Masson Recruitment Services
Employment Type:	Permanent
Posted:	17-02-2010

Description:

My client, a London based investment bank are currently seeking to recruit an Associate Market Analyst to join their Risk Control Team.
The successful applicant will be involved in the analyses of new products and the processes to support them, including the evaluation of complex structures as well as the participation in the definition of global internal standards in the processing of some non-standard products, co-ordination of processes across different locations.

You can also expect to gain experience in the analyses of new products and the processes to support them, including the evaluation of complex structures as well as the participation in the definition of global internal standards in the processing of some non-standard products, co-ordination of processes across different locations. Some other duties may include :-

• Analyses of portfolio activities.

• Risk and P/L analyses including plausibility checks.

• Review of risk factors and their appropriateness as well as definition of stress scenarios.

• Analyses of back testing and stress testing of the internal model for market risk.


Experience Required
• Understanding of products including Credit an interest rate derivatives , FI, FX, MM - their valuation and their market standards
• General understanding of Back Office processes
• Basic understanding of the regulatory framework
• Experience in the use of internal models for market price risk
• Strong experience of SQL and VB
• Experience with Front Office System (Calypso, Fidessa etc)
• Ability to write clear model documentation
• Familiarity with Internet based information sources provided by rating agencies, major investment banks, regulators, ...
• Degree in a numerical discipline - MSc level minimum

This represents a fantastic opportunity to join a major banking group undergoing strong period of growth, offering great career prospects and job satisfaction

Goodman Masson is acting as an Employment Agency in relation to this vacancy.

Goodman Masson is an equal opportunities employer.