Job Description
Twenty Financial Services are currently recruiting for a Market Risk Manager focussing on Equities and Fixed Income for a global Financial Services business based in London.
Sitting within the quantitative risk division the role will have a strong focus on analytics covering pricing, VaR, model calibration and stress testing. There will be a significant amount of project and automation work that will cover roughly 50% of the day-to-day activities in addition to the risk and data management
Responsibilities:
- Develop the risk analytics function, covering various models and the testing of frameworks
- Act as a risk SME on project work with the technology and change teams
- Validation of market data from Bloomberg/Reuters using algorithms to automate the process
- Contribute to the quant library developing solutions and tools
- Production of daily, weekly and monthly risk reports
Skills required:
- Strong Market risk experience
- Fixed Income or Equities background
- Experience working with large data sets and ability to manipulate these
- Knowledge of VBA and SQL and desirable to have R or Python
- Experience using Bloomberg or Reuters
