Market Risk Analyst

6 days ago Be among the first 25 applicantsGet AI-powered advice on this job and more exclusive features.This range is provided by Saxton Leigh. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.Base pay rangeTHE COMPANY:We are delighted to be working with a great client who specialise in corporate banking, with a global presence. They are looking for a Liquidity and Market Risk Analyst for their London team.THE RESPONSIBILITIES:Acting in a second line of defence capacity, undertake regular reporting and monitoring of the Bank’s risk exposures in line with policy against predefined risk appetite metrics and limits, the individual will identify any breaches and/or emerging risks in the Bank’s balance sheet relating to liquidity, capital, FX or interest rate positionsEnhancing and periodically preparing reports and dashboards that allow management to form a view of potential issues, or indeed opportunities that might arise from a current and forecasted positionsTake responsibility for the creation of an appropriate menu of severe but plausible stress scenarios on liquidity and capital, taking account of the Bank’s business model, as well as the markets in which it operates, utilising relevant members of the Bank’s staff to assistPrepare suitable reports that compares the Bank’s prudential position on a stressed basis against the actual positionUndertake monthly and/or quarterly stress testing on both capital and liquidity, considering scenarios, assessment of impact, management actions, and resultant capital and liquidity positionAssist the Prudential Risk Manager and the Chief Risk Officer in the production of the ICAAP, ILAAP and other Prudential reports as required with a particular focus on the production of underlying financial data, and the stress testing impacts of these.Ensure that an appropriate suite of reports is created to allow management to govern the Bank’s liquidity and capital positions with respect to the regulatory limits, the risk appetite statement and the metrics prepared in the Prudential reports.Devise suitable Early Warning Indicators to allow sufficient lead time, across a number of market risk fields, such that management are alive to threats to the prudential position; these should be presented in the Bank’s Recovery PlanMaintain up to date knowledge of to the Prudential rules that stem from the Bank of England and the PRA, and assist in their interpretation and application to the Bank communicating these to ExCo via the CROBe the Risk Team’s lead on improvements to the Bank’s systems for monitoring and reporting the liquidity, market and capital risks through greater automation working closely with Finance, Treasury and IT departments to enhance the timely monitoring and reporting of LCR and NSFR in particular.Assisting in the preparation on the monthly ALCO reports and the quarterly Board Reports in relation to liquidity and market risk mattersEnsure the stress testing models and liquidity risk metrics are appropriately documented and validated, and that there are procedures in place to ensure the relevant processes are documentedEnsure modelled outcomes are monitored to assist the future refinement and recalibration of the Model as considered appropriate.EXPERIENCE REQUIRED:Sound knowledge and understanding of the UK Prudential Regulatory regime particularly with regard to liquidity and market riskA strong understanding of banks’ financials including liquidity, market and interest rate risk metrics, Balance Sheet, P&L, cash flow and ratio evaluation and interpretationExcellent Excel and modelling skills (including VBA) together with problem identification and solving skillsAt least two to three years’ risk control experience, largely predicated on market risk parametersRobust understanding of banks’ IT systems, management information and reporting systemsFor further information please contact Eleanor GowlingSeniority levelSeniority levelMid-Senior levelEmployment typeEmployment typeFull-timeJob functionJob functionFinanceIndustriesInvestment Banking, Banking, and Financial ServicesReferrals increase your chances of interviewing at Saxton Leigh by 2xGet notified about new Market Risk Analyst jobs in London Area, United Kingdom.City Of London, England, United Kingdom 1 week agoCredit Risk Analyst - London (Hybrid working) - £60k - £70k - (Lending/ trade finance / capital markets)Greater London, England, United Kingdom 2 weeks agoLondon, England, United Kingdom 2 weeks agoGreater London, England, United Kingdom 12 hours agoLondon, England, United Kingdom 4 weeks agoLondon, England, United Kingdom 2 days agoCity Of London, England, United Kingdom £70,000.00-£85,000.00 1 week agoCity Of London, England, United Kingdom £80,000.00-£90,000.00 1 week agoLondon, England, United Kingdom 1 week agoLondon, England, United Kingdom 3 weeks agoBusiness Risk Manager (Non Financial Risk)London, England, United Kingdom 3 weeks agoLondon, England, United Kingdom 1 week agoLondon, England, United Kingdom 1 week agoLondon, England, United Kingdom 2 weeks agoLondon, England, United Kingdom 1 month agoLondon, England, United Kingdom 2 weeks agoLondon, England, United Kingdom 3 weeks agoLondon, England, United Kingdom 2 weeks agoWe’re unlocking community knowledge in a new way. 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