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Market Risk Analyst
City of London, London
Salary: Up to £95000.00 per annum
Job Type: Permanent
Start Date:
Job Reference: BBBH29435
Added: 04 May 2022
Job Description

An opportunity has arisen with our client for a Market Risk Manager in the City of London to be responsible for diligently assisting in managing the organisation's risk. You will also be responsible for helping to implement, oversee and maintain the Risk Management Framework, inclusive of the Risk Appetite and Risk Tolerances in line with its strategic plans and third party outsourced activities.

Reporting to the Head of Risk you will be required to assist in developing and maintaining detailed risk management policies and processes, provide specialist support and advice to the business and work with key business stakeholders to facilitate the improvement of the Risk Management Framework across the business.


* Monitoring risk metrics methodologies including but not exclusively (VaR, Stress Test, Back testing, Greeks, concentration risk exposure and what if scenarios).
* Analysing daily risk reports, including but not limited to, portfolio backtest breaches, product backtest breaches (CFD, FX), market risk report, accounts on negative account value at market and accounts with negative option value.
* Real-time risk monitoring of clients using Reuters and ION Risk Informer.
* Ownership of in-house developed CFD & FX VaR risk margin models.
* Understanding impact of liquidity on trading constraint for front office.
* Liaising with the Exchanges and Clearing Houses (ICE, LME) regarding risk topics (margin calls, margin rates, contract specifications).


The successful candidate will possess the following:

* Extensive experience in a risk management role within financial services/brokerage firm
* Background in Futures and Options
* Experience working with Equities, CFDs and Commodities
* Advanced SQL, VBA Knowledge
* Intermediate Python knowledge
* Experience in developing and implementing risk management policies and processes
* Ability to analyse, present and report risk management data to Directors

**Please note that this isn't a full list of responsibilities**

Acorn Recruitment acts as an employment agency for permanent recruitment.
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