A leading International Investment Bank is looking to hire a Market Risk Associate to join their growing team covering Debt Instruments, Fixed Income Derivatives, and FX Products.
The ideal candidate has 2+ years of experience in Risk Management, strong knowledge of VaR modelling and reporting, and a deep understanding of Fixed Income Derivatives and FX Products. The Market Risk group is an incredible platform for career growth within the firm.
- Preparing and running VaR models, providing analysis and assessment on risk and market moves
- Perform daily market risk review and reporting to ensure controls and processes are followed appropriately
- Enforcing Head Office-approved risk framework across asset classes and products
- Developing and/or validating new market risk models to improve efficiency and accuracy
- 2+ years experience in Fixed Income/FX Risk Management or Analytics
- Strong knowledge of Fixed Income and FX Products
- Experience with VaR models on both cash and derivative products
- Technical experience with Python, powerBI, SQL preferred