Market Risk Analyst - Bank

Roles & Responsibilities
- Calculate and review VaR impacts resulting from methodology changes

- Assist in the preparation of 60 day model testing impacts for regulatory submission

- Highlight large moves on a daily basis and liaise with project lead

- Perform impact analysis and being able to explain drivers of the impacts and attribute them to different components of the methodology change

- Develop a strong understanding of the market risk methodology changes

- Understand the configuration of model inputs & market data

- Perform market data updates for new methodologies, and understand impacts

- Gain a solid knowledge of market risk systems and the key support contacts with an aim of become effective in identifying and getting systems issues resolved

- Assist in compiling presentations for senior management covering regulatory impacts, key methodology features & capital implications

- Ad-hoc analysis

Experience Required

Ideally the applicant should have the following skills and experience:-

- Good quantitative background with;

- Good general financial experience – ACA, CFA or equivalent qualification.

- Experience in an investment bank ideally giving some exposure to risk and markets

- Good communication skills;

- Advanced Excel skills;

- Strong analytical skills ;

- 1-2 years of experience (Prior market risk / VaR experience would be a plus) – one role

- 2-4 yrs of exp – One role

write to twinkle@ikyaglobal.com