Market Risk Analyst

London, England, gb
Company: Michael Page
Category: Business and Financial Operations Occupations
Published on 2021-06-24 18:01:13

The Market Risk Analyst will be responsible for:

  • Developing and maintaining pricing/risk tools for brokers and risk using Excel and Python, either through developing new models or enhancing existing models
  • Conducting ad-hoc market analysis, as required by brokers, risk and management
  • Sourcing, manipulating and analysing large data sets
  • Maintaining detailed position summary for the respective business units
  • Resolving position and VAR issues and ensure accuracy at all times
  • Keeping the risk team informed on market risks through use of proprietary reporting tools as well as self-developed solutions
  • Identifying and executing on value-add projects related to risk & valuation using data, financial modelling and technology
  • Regular collaboration on risk related projects in partnership with the data science team.
  • The Successful Applicant

    The successful Market Risk Analyst will have/be:

  • Graduate with an excellent academic record, ideally in Computer Science, Applied Mathematics, a under/postgraduate in quantitative field preferred
  • Strong proficiency in Python. Other languages are advantageous (C++, Java, or Matlab)
  • At least 3-5 years experience in a related role at an energy trader, hedge fund, investment bank or utility
  • Strong quantitative and analytical capability and comfort with Excel
  • A strong interest in data science and data visualization
  • A background in Financial Services ideally
  • What's on Offer

    This is a permanent role offering £50,000-60,000 basic and a high bonus potential. This role is based in the City of London.

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