Ref: 220421SB_1619085226

Market Risk Business Analyst

England, London

  • 70000 to 80000 GBP
  • Analyst Role
  • Skills: python, VBA, market risk, value risk models, financial instruments, asset control, risk, credit risk, market data, MIS,
  • Level: Mid-level

Job description

Market Risk Business Analyst

220421SB_1619085226

Role & Responsibilities

* Work with Global Risk Analytics team on improvements in risk factor/scenario generation
* Provide analysis to support the calibration of models. Generate and distribute relevant regular management information (MIS
* Analyse and report market data quality metrics for risk factors and scenario data relevant for risk calculations and improve transparency for risk management

Skills & Qualifications

* You should be at expertise level with MS Excel and should also have a good coding knowledge python(preferred) or any VBA as most reports, analysis are implemented in python
* At least 5+ years of work experience in Market Risk domain preferably with an investment bank
* You should have a good knowledge of Value at Risk models, market risk and a good understanding of financial instruments