Analyst/Sr Analyst - Market Risk - Bank

Analyst/Sr Analyst-Market Risk

- To undertake daily Time Series BAU and Project work and to assist in the development of new and existing methodologies in the creation of historical time series. For example constructing or using existing statistical and/or time series models for synthetically creating data in accordance with approved data techniques.

- To monitor the credit risk calculation break downs due to insufficient or poor quality of market data – monitoring all trades that fail to risk using the strategic process.

- To undertake daily reporting activities and Project work to develop/modify reports in line with new methodology/business changes.

- Responsibility for daily time series, ensuring that problems are overcome by means of effective dialogue with internal and external team members.

- To work as an effective member of the team, contributing to the needs that may arise on an ad-hoc basis without loss of generality to current projects or work processes.

Incase you are interested, kindly share your profile at prabhleen@mancerconsulting.com.