18 August 2008

(AB) Market Risk Control Analyst 889

Market Risk Control Analyst

MRM are looking to recruit an experienced market risk reporting analyst. The role should develop from being principally reporting focused to be increasingly analytical over time and the candidate will have a potential career path into risk management.

Responsibilities:
-Front Office liaison / relationship management
-Daily risk reporting, limit monitoring and excess reporting
-Understanding of risk sensitivities
-Scenario & stress analysis
-VAR analysis
-Ensuring risk data is consistent with the source systems.
-Increasing exposure to risk analysis, as needed, reviewing markets, risk methodologies, risks not fully captured in VaR, trading positions, etc
-Assisting with New Product Proposals
-Working with the projects team on tactical and strategic projects for the department and bank to support the continued development of the internal risk management system,
-Working with IT development staff, systems testing, and implementation.
-Responsibility for integrity and continuous improvement of the processes owned

The successful candidate will have a significant amount of market risk experience, and extensive knowledge of markets and risk methodologies. FX & IR cash & derivatives experience is essential. They must be educated to at least degree level, and have excellent MS Office, Excel, Access and general systems skills. VBA would be an advantage.
FSS is a leading international recruitment consultancy.

Salary: £25 - £35 per hour
Contact Name: FSS
Email: job8.61209.559@crystal.aplitrak.com
Phone: 020 7390 7290