Market Risk Projects Specialist

4 weeks ago


SouthendonSea, Southend-on-Sea, United Kingdom Eleven Recruitment Full time
Market Risk Projects Specialist

A highly respected and market leading business in London is seeking a Senior Analyst to work on Market Risk Projects. The role involves managing and implementing IT projects to improve management and control systems, providing real-time front-line control and information for management and traders.

Key Responsibilities:
  • Lead projects to improve the performance of Middle Office functions, including analysis of positions and VaR calculation.
  • Automation and improvement of processes carried out by Trade Control and Credit departments.
  • Calculating cash usage throughout GEM to predict future cash requirements and monitor cash usage by Front Office.
  • Analysis and calculation of stress on both an aggregated and specific strategy level.
Requirements:
  • Strong IT skills, including Python, VBA, and SQL.
  • Experience in successfully implementing IT projects.
  • Knowledge of market risk/product control roles and risk metrics such as VaR, stress testing, and scenario analysis.


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