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Market Risk Analyst - Rates & FX - Financial Services - London

Job Title: Market Risk Analyst - Rates & FX - Financial Services - London
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £45000 - £65000 per annum
REF: BBBH14946_1495811535
Contact Name: George Marks
Job Published: about 1 month ago

Job Description

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.

Responsibilities:

  • 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

Skills required:

  • 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