Market Risk Analyst

  • location


  • sector:

  • job type:


  • salary:


  • Contact:

    David Hurst

  • published:

    almost 4 years ago

  • expiry date:


Key Responsibilities:

  • Real time monitoring of client / firm positions, account balance and P&L to ensure adherence to pre-defined risk parameters.
  • Proactive management of client / firm accounts in excess of pre-defined risk parameters or experiencing trading losses to bring within parameters and/ or protect the firm’s capital. Actions may include prompt communication with clients on risk parameters breached, escalation to senior management within Risk and the business.
  • Daily reporting of key risk issues to both Risk and Business Management, including escalation where required.
  • Daily risk analysis on client positions including VaR, Sensitivity Analysis & Stress Testing.
  • Production of daily and periodic risk reports and distribution to relevant stakeholders.
  • Margin & collateral adequacy analysis and margin requirement reconciliation between internal systems.
  • Liquidity analysis of client / firm portfolios and of individual underlying positions in relation to market depth.
  • Responsibility for daily procedures.
  • Analysis and approval of Give-Ins, trade transfers and client payments.
  • Responsible for ensuring adherence to risk policies & procedures at all times and escalation of potential issues.
  • Delivering on allocated projects and system development items as well as proactively engaging on risk or control improvement ideas with the wider team.

Key Skills

  • A strong quantitative background gained in education and/ or in a professional setting with particular focus on options pricing & hedging as well as exposure to risk management concepts, particularly VaR, Sensitivities & Stress Testing. 
  • A strong risk management background with experience of multiple asset classes and a proven interest in markets (exchanges).
  • A good understanding of financial markets gained in a Brokerage or Banking institution from either the Risk Management or Trading sides. Experience of risk managing Exchange Traded Futures & Options.
  • Composure, character and presence to work effectively in challenging market conditions to instil required level of authority on any situation.
  • Ability to build and maintain effective working relationships across all areas of the firm and communicate effectively across all levels.
  • Good understanding of processes, controls and responsibilities associated with a Financial Markets business.
  • Candidates with a strong programming skillset preferred (C+, SQL, Python, Matlab)
  • Strong Microsoft Office skills, high level VBA skills within Excel.