Risk Analyst (closed)
Globally renowned Investment Bank is going through a period of expansion due to an increase in client and trading activity. Our client, based in the heart of the City of London is expanding it’s Risk Analyst team. Working on the Equity Derivatives desk, your duties will include performing risk and P+L reviews along with many other activities:
- Daily VaR analysis, understanding drivers of changes, in addition analyzing Incremental Risk Charge and Stressed VaR figures
- In addition to VaR limits, monitor sensitivity-based limits on low level
- P&L reporting: stay involved and follow closely what is happening, e.g. P&L decomposition analysis
- Back testing / Stress testing
- Risk Factor analysis to ensure accuracy of the model
To qualify for this fantastic opportunity, you must be eligible to work in the UK, and have 2 -3 years relevant experience. All applications are welcome and will be reviewed.