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Market Risk Analyst - Brokerage - London

Job Title: Market Risk Analyst - Brokerage - London
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £55000 - £70000 per annum
REF: BBBH18363_1524853582
Contact Name: Charlotte Emms
Job Published: 28 days ago

Job Description

Twenty Financial Services are currently recruiting for a Market Risk Analyst for a leading Brokerage company based in London.

Responsibilities

  • Monitoring of the company's and clients' positions in real time including account balance and P&L,
  • Making sure clients are adhering to risk parameters and resolving situations where they are in excess/ undergoing trading losses
  • Daily reporting of risk issues
  • Daily market risk analysis (VaR, Stress testing, Sensitivity Analysis)
  • Production and distribution of risk reports to relevant stakeholders
  • Analysis of margin and collateral adequacy and margin requirement reconciliation between systems internally
  • Liquidity analysis of portfolios and positions
  • Give-Ins, client payments and trade transfers ; analysis and approval
  • Risk and control procedures
  • Ad hoc risk projects

Skills required

  • A quantitative degree
  • Knowledge of options, exchange traded derivatives, OTC products
  • LME knowledge is desirable
  • Strong market risk management experience across asset classes (VaR, Stress Testing)
  • Options pricing and hedging
  • Excellent knowledge of financial markets and products
  • Brokerage or Investment Banking background
  • Programming skills: VBA is essential and Python, Matlab, C++ or SQL are desirable