Market Risk Analyst (XVA)

Beschreibung:

Job description

Business type

Types of Jobs - Risk Management / Control

Job title

Market Risk Analyst (XVA)

Contract type

Fixed-Term Contract

Term (in months)

12

Management position

No

Job summary

This is an exciting opportunity for an individual with prior experience in a similar role to join the Market Risk team in charge of XVA and Collateral Management.
In addition to the monitoring of our counterparty and funding risks, you'll be responsible for improving the accuracy of our measures, enhancing our methodologies in a constantly evolving market and regulatory landscape, supporting the market activity monitoring teams both quantitatively and qualitatively, and ensuring a consistent framework across businesses.
You'll work closely with the business, IT, finance, model validation and market activity monitoring teams.
Key Responsibilities:
* Monitor the business activity and compliance with limits and mandate
Analyse and report market risk exposure, understand the position to anticipate potential market impacts and hot topics
* Analyse one-off, new limit and new product requests
* Ensure risks are calculated and captured appropriately
* Enhance our risk management methodologies
* Drive XVA-related projects

Position location

Geographical area

Europe, United Kingdom

City

London

Candidate criteria

Minimal education level

Postgraduate degree - MA/MSc/PhD/Doctorate or equivalent

Academic qualification / Speciality

* MSc in finance, maths, engineering, economics, or other numerate degree

Experience

* Experience in capital markets: market risk or trading
* Strong knowledge of derivatives products

Required skills

* Robust understanding of market risk. Counterparty risk desirable
* Attention to detail, problem solving, autonomy, organizational skills and ability to multitask
* Ability to explain a complex topic in simple terms and manage various stakeholders
* Proficiency in Excel and VBA. Python and SQL would be a plus

Languages

English