The role of Market Risk Analyst requires a detail-oriented professional to assess, monitor, and report on market risks within the financial services industry. This is a temporary position based in London, offering a competitive daily rate.

Client Details

International corporate bank.

Description

Ensure that market risk metrics are accurately calculated and reported in accordance with Market Risk policy to the senior management and the HO.
Maintain and improve the risk infrastructure of the Branch.
Monitor the business plan of 1st line from Market risk perspective and to ensure there are appropriate limits available for smooth conduct of business.
Improve the methodology for accurately calculating market risk exposures from new and existing products and business, including portfolio market risk measures such as VaR, DV01, FX exposure.
Monitor counterparty Credit Risk and country risk for the branch.
Perform stress testing and qualitative risk a...