A leading financial institution is currently looking for a Risk Analyst experienced with VBA, SQL and R. This is to work with a team focussed on liquidity and collateral risk management.
- To provide daily analysis for senior Risk stakeholders across collateral, liquidity and investment activity.
- To actively support the Head of Risk as and when incidents / events occur to provide a real time view of the liquidity risk.
- Responsible for running and analyzing daily liquidity stress tests and escalate findings as appropriate.
- Ensure securities collateral posted by clearing members as cover are inline with collateral management policy, sufficiently liquid, and the haircuts applied are appropriate.
- Strong analytical and problem solving skills - VBA, SQL, R
- Able to work on multiple ad-hoc pieces of analysis for senior risk stakeholders
- To deliver quality, well thought output frequently on an unsupervised basis.
- Knowledge and understanding of financial instruments and capital markets.
- Applying scripting skills in R.
- Applying SQL skills for data manipulation and integration.