Market & Liquidity Risk Analyst
- Employer
- Vennbridge
- Location
- London, United Kingdom
- Salary
- Market leading compensation
- Closing date
- Jun 9, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Role
Market and Liquidity Risk analysis of all risks.
Responsibilities
Candidate requirements
Vennbridge is an employment agency in relation to this vacancy. See https://www.linkedin.com/in/louisaltman/ and www.vennbridge.com
Market and Liquidity Risk analysis of all risks.
Responsibilities
- Ad-hoc projects (20%): Deep dives into portfolio positions, risk analysis of upcoming trades, development of additional liquidity and market risk management tools, assistance to other functions and any other ad-hoc tasks.
- Stress testing (15%): To complement probabilistic measures, scenario analysis and stress testing are fundamental risk analysis tools. The applicant is expected to contribute to development of new and running of existing stress tests and scenarios and analysing the output. This includes reviewing market and liquidity stress calibrations.
- Capital Modelling (15%): Knowing how required capital is calculated under Solvency II is key to understanding risks in the portfolio. The applicant will assist with market risk capital model development and deployment over time, including ongoing model maintenance and suitability monitoring.
- Reporting (15%): Generating daily, weekly and monthly reports and information packs and understanding the numbers and change drivers are an essential part of any risk manager's job.
- Policy & Other Documents (10%): Having well documented processes and procedures is important for smooth running of the function. The applicant will contribute to this effort along with all other colleagues.
- Representing the function (10%): formally in working groups and committees and informally to colleagues communicate the function's position.
- Research (10%): Market risk analyst is expected to stay on top of market news and developments via research, self-study and networking.
- Limit Setting & Monitoring (5%): Converting the firm's risk appetite into concrete limits and then monitoring those limits, alerting risk-takers and senior risk colleagues to breaches or high utilisations.
Candidate requirements
- BSc in a numerate discipline (e.g. STEM, Finance, Economics).
- 2-4 years relevant experience in financial services, either Buy or Sell-side.
- If graduate level, demonstrable ability to deliver in a workplace environment, most likely through successful internship placements.
- Demonstrable enthusiasm for the job and the financial markets.
- Inquisitive, able to learn on one's own and absorb new information quickly.
- Both numerate and able to communicate clearly both orally and in writing.
- Experience with Fixed Income instruments.
- Experience in Financial Services (either buy- or sell- side)
- Operations and/or Liquidity risk experience a plus
- CFA (or another professional designation) or demonstrable progress towards one
- Demonstrable interest in computer programming (Excel VBA, R, Matlab, Python, Java, C++)
Vennbridge is an employment agency in relation to this vacancy. See https://www.linkedin.com/in/louisaltman/ and www.vennbridge.com
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