Quantitative Market Risk Analyst
- The business lines that are covered include Equities, Commodities, Interest Rate, Foreign Exchange, Emerging Markets and Credit trading desks.
- Help develop, mobilise and monitor a centralised market risk process.
- Be the single point of contact for reviewing the hierarchy of P&L effect.
- Involvement in the technical implementation of a variety of market risk projects such as VaR Changes, FRTB or P&L Explain.
- Masters Degree in Financial Mathematics, Financial Engineering, Physics, Economics or Mathematics
- Excellent analytical skills; qualitative and quantitative
- Strong hands on IT skills; VBA / Python / MATLAB / R
- Good understanding of Financial Markets
- Excellent communication skills and the ability to challenge senior management