Interest Rate Risk Analyst - Financial Services - London

Job Title: Interest Rate Risk Analyst - Financial Services - London
Contract Type: Permanent
Location: London, England
Salary: £55000.00 - £65000.00 per annum
Reference: BBBH17740_1519131058
Contact Name: Charlotte Emms
Contact Email:
Job Published: February 20, 2018 12:50

Job Description

Twenty Financial Services are currently recruiting for an Interest Rate Derivatives Risk Analyst for a Global Financial Services Institution based in London.

The main responsibility of the role will be maintaining the risk management of interest rate products.


  • Risk Reporting: analysis and commentary of movements in the risk profile within the division
  • Assessing the risk of existing and new OTC and cleared products
  • Building interest rate yield curves
  • Understanding and discounting implied forward curves and NPVs as well as being able to quantify P&L by attribution
  • Enhancing the risk management framework
  • Working accurately and adhering to regulatory requirements within the control framework

Skills required:

  • Knowledge of Interest Rate products
  • Market Risk knowledge is highly desirable
  • Rates Product control experience would be desirable
  • Experience within a front office facing middle office role would be considered with relevant product knowledge
  • Knowledge of Bloomberg or Reuters for building yield curves
  • Knowledge of the characteristics of non-cleared and cleared markets
  • Experience with Market Data
  • Advanced user of Excel/ VBA
  • Strong analytical and numerical skills