Twenty Financial Services are currently recruiting for a Rates and FX 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 and FX 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
- Enhancing the risk management framework
- Working accurately and adhering to regulatory requirements within the control framework
- Building interest rate yield curves
- Understanding and discounting implied forward curves and NPVs as well as being able to quantify P&L by attribution
- Knowledge of FX, Interest Rates and Swaps
- Market Risk knowledge is highly 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