My client is looking for a Risk Analyst. The ideal candidate will have a Masters in a Quantitative Field and will have experience working with derivatives. This role offers excellent exposure and career progression opportunities. This is a hybrid working opportunity.
Your Experience and Skills
• A post-graduate degree in a quantitative field.
• Experience working with Derivatives and VAR an advantage.
• Prior programming experience working with languages such as VBA or R would be preferable.
Your Responsibilities
• Participate in the on-going development of the Company’s financial risk management strategy.
• Perform financial analysis on the assets of the hedging strategy: VaR, stress test and sensitivity analysis
• Participate to the development of the pricing and financial risk management suite of internal tools.
• Research, interpret and communicate developments in market and regulatory standards for derivative pricing and risk measurement.
• Maintain oversight of the hedging services and contribute to the continued improvement of the hedging P&L attribution framework
• Review the framework and processes for the operational validation of the hedging trade recommendations.
• Challenge and develop hedging and investment strategies on the basis of specific quantitative risk management analysis.
• Play a key role in the ongoing development and enhancement of the firm's market risk policy.
Interested?
Please apply now #LI-DF1
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