A top British bank is looking for a Market Risk Analyst to ensure effective monitoring of market risk arising from Emerging Markets Rates and Hybrid Options & Exotics.

Role
-Ensure effective monitoring of the market risk arising from the businesses in Asia,
-Help and provide sound and independent risk advice to management, highlight and explain the significant risks and P&L events,
-Suggest and steer to deliver any system or methodology enhancements which might improve the overall risk monitoring; Manage integration of new source system feeds into the market risk system,
-Undertake product/portfolio/methodology reviews and contribute to new product approval process,
-Recognise and flag major market risk positions within the allocated businesses,
-Escalate limit excesses and recommend appropriate actions to take after discussion with the trading desk and management,
-Ensure completeness of risks both in the reports and in VaR; review the quality of the market data used for VaR; maintain an updated list of risks not
 in VaR,
-Liaise with Exotics desk on setting/or revising and monitoring Market Risk limits,
-Participate in risk/trade migration of Exotics desk's positions from ABN system to RBS system,
-Keep up to date with Exotics model, valuation, pricing policies and trading mandate,
-Work with Market Risk members from other locations to share information and best practice.

Ideal Candidate
-Strong analytical, numerical and spreadsheet skills,
-Detailed knowledge of trading products and traded risk management; experience in complex rates and hybrid structures is needed,
-Knowledge of trading systems,
-Knowledge of non-financial risks, including legal, documentation, reputational, regulatory, and operational will be useful.

Please send all enquires by mail.