Market Risk Analyst with derivative, Greek, VaR and Data handling skills
You will need:
- A Bachelor's degree and ideally an MSc in a quantitative subject. e.g. Finance/ Mathematics/ Physics/ Economics
- Financial services experience (ideally in investment banking)
- Strong knowledge with VaR, Sensitivities and other Market Risk measures, including the Greeks
- Understanding of financial products and derivatives, including Rates, Credit, and Equities
- Familiarity with Liquidity reporting metrics such as Stressed Cash Flow and Gap reporting
- Proficient with Excel
- Experience with data and reporting solutions such as OLAP cubes and Business Objects desirable
Delivery of accurate, timely and insightful MI to the international business to support executive decision making.
- Escalate and report control and limit breaches in line with Risk Management procedures.
- Delivery of timely and relevant metrics to track performance against key SLAs and other KPIs as specified by stakeholders and business process owners
- Development of strong working relationships with stakeholders across the International and regional business
- Contribute to enhancement of production processes, through working with Technology and the development team to reduce/improve manual reporting processes and optimise existing controls and reports using, wherever possible, strategic systems and data sources.
- Assess data related risks and drive the enhancement and effective operation of key controls across departmental processes
- Active contribution to business analysis, user acceptance testing and implementation of strategic system implementations and other firm-wide projects relating to data and reporting processes
SKILLS AND EXPERIENCE:
- Excellent communication and interpersonal skills
- Pro-active, motivated with the ability to operate with urgency while prioritising work accordingly
- Strong analytical/numerical skills
- The ability to manage large workloads and tight deadlines
- Excellent attention to detail and accuracy
- A calm approach, with the ability to perform well in a pressurised environment
Morgan McKinley is acting as an Employment Business in relation to this vacancy.
Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.