Credit and Market Risk Analyst
3 weeks ago
About the Job:
Inventum Group is seeking a skilled Credit and Market Risk Analyst to join their team on a permanent basis. As a key member of the risk management function, you will play a critical role in identifying, assessing, and mitigating market and credit risks.
Key Responsibilities:
- Develop and implement market risk models, tools, and dashboards to enhance risk monitoring and reporting.
- Analyze market risk exposures across various products, including equities, fixed income, and derivatives.
- Monitor daily, weekly, and monthly risk metrics to assess exposure levels and identify potential risks, including calculating Value at Risk (VaR).
- Collaborate with trading desks to evaluate risk-taking activities and prepare and monitor performance against desk mandates.
Credit Risk Analysis:
- Evaluate the creditworthiness of counterparties and borrowers, conducting thorough analysis of financial statements, credit ratings, and economic factors.
- Determine appropriate limits for various trade types with regards to potential future exposure.
- Monitor and analyze credit risk exposures and establish risk mitigation strategies where necessary.
- Develop and maintain credit risk models to assess the likelihood of default, loss given default, and exposure at default and how macro-economic factors impact these metrics.
Benefits:
- Competitive salary and bonus scheme.
- Opportunities for career development and growth.
- A dynamic and supportive work environment.
- Access to industry-leading training and development programs.
Estimated Salary: £100,000 - £130,000 per annum
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