A fantastic opportunity for an experienced Senior Market Risk Analyst to join a global financial services business, taking up a key position in the team that reports directly to Head of Market Risk
A fantastic opportunity for an experienced Senior Market Risk Analyst to join a global financial services business, taking up a key position in the team that reports directly into the Head of Market Risk.
The right candidate will enjoy a challenging role that involves hands on statistical modelling & analysis as well as the translation of those to senior and exec level stakeholders. This is a broad role that requires experience and knowledge of retail and wholesale banking products as well as being able to build statistical models for retail and wholesale banking market risk.
To be successful in this position you will have strong interpersonal skills, strong quantitative / statistical modelling abilities as well as the ability to manage senior stakeholders and influence market risk strategies across the business.
- Strong quantitative and analytical skills including statistical modelling
- Experience using Excel, VBA, Python, SQL, SAS for analysis, development of prototype models
- Hands on experience or knowledge modelling retail banking products as well as wholesale products
- Experience delivering end to end - Defining projects, model development, model validation, defining how the models work, programming of models, analysis, visualising and presenting to stakeholders
- Great interpersonal skills and ability to manage senior stakeholder, breaking down technical to non-technical.
- Development of models, behavioural analysis, reporting market risk exposures
- Comprehensive understanding of how models' function, behavioural assumptions and the ability to engage and mange credit risk & operational risk analysts in the implementation of models looking at the market risk of retail and wholesale banking products.
Skills & Experience
- Msc/Bsc in a highly Mathematical/statistical subject OR PHD in Mathematical finance
- 5 + Years experience working across retail banking
- Strong technical skills - SAS, SQL, VBA, Excel, Python, Database management,
- Experience and knowledge across: Banking (Retail/Wholesale), Corporate Treasury, Market Risk, Treasury, Asset & Liability,
If you think you have relevant skills and experience please send your profile to Zack to find out more - firstname.lastname@example.org