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

£350-400

Responsible for Market Risk Analysis focusing on Credit business, the role holder should:

  • Ensure that accurate risk is reported against all limits set in the trader mandates.
  • Maintain strong internal controls and a well controlled reporting environment.
  • Work with other team members globally to expand best practices.
  • Work closely with Market Risk Managers to provide analysis and support.
  • Implement additional risk reporting and analysis in conjunction with Market Risk Management requirements.
  • Ensure that production tasks are offshored where possible in line with strategy.
  • Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
  • Provide commentary and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA requests
  • Work with CTB team to ensure strategic systems rollout is delivered on schedule.

Work with RRA (Reg and Risk Analytics) to review the risk models (IRC, products pricing, curve calibration…)