Market Risk Analyst - XVA - City, London, United Kingdom, EC1A2

£350-400

BSM Group are currently working with a global banking and financial services institution, to assist in their search for a Market Risk Analyst to join their growing Risk function. This role will provide the candidate with the opportunity to work with a highly quantitative global team, to review risk models and contribute to multiple projects across market risk methodology. This role is an initial 9-month contract.

The role will involve:

  • Provision of market risk analysis and support, focused on XVA business
  • Ensuring that accurate risk is reported against all limits of the front office mandates
  • Providing analysis of market risk metrics (VaR, sensitivities, IRC)
  • Providing explanation and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA, FRTB

The ideal candidate will have:

  • 2-4 years market risk experience
  • XVA exposure - With a strong understanding of market risk
  • Previous project experience - Adhoc project work, FRTB etc.
  • Strong programming skills - VBA, Python, SQL, C++ preferred