Structured Credit - Market Risk

Job Profile:

- Daily sign off and validation of risk of the Flow Credit Desk, liaising with the trading, product control and the market risk reporting team

- Understanding economics and risk dynamics of a large and diverse credit flow desk, and risk factors required to ensure complete capture of risks

- Understanding of P&L and risk profiles of the desk

- Running Risk Based P&L, understanding and querying differences between actual and risk based P&L on a daily basis

- Ad-hoc deep dive analysis on specific areas of the flow credit desk, looking at strategies, P&L and risk of that particular area (i.e. industrial, financial, indices,swaptions)

Prerequisites:

- Quantitative/Financial Undergraduate Degree

- Advanced system skills including Excel/Access with VBA & SQL

- Knowledge of VaR, ERC and other risk management frameworks

- Market Risk Experience, preferably within a traded Credit environment/structured credit must(CDO,ABS,MBS,CBO,CLO etc)

Please write to twinkle@ikyaglobal.com