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Senior Market Risk Analyst

Senior Market Risk Analyst

  • Location

    Luxembourg

  • Sector:

    Risk Management

  • Job type:

    Permanent

  • Salary:

    £52.7k - 65.9k per year

  • Contact:

    Tom Harvey

  • Contact email:

    Tom.harvey@jcwresourcing.com

  • Contact phone:

    02035899293

  • Job ref:

    LM58235

  • Published:

    about 1 month ago

  • Expiry date:

    2020-08-05

  • Consultant:

    #

Recruiting of behalf of an Asset Servicing firm, for an experienced Market Risk Analyst to join their team in Luxembourg. You will be responsible for the Management of the Financial Risk system and will be a key figure in the development and maintenance of risk models. You should ideally have experience of trading book market risk, and existing modelling experience would be highly beneficial.

 

Key Experience;

  • Trading book market risk experience, including knowledge of derivatives
  • Previous experience working within Investment or Wholesale Banking
  • Good knowledge of VaR, stress testing, Greeks etc. 
  • Programming skills would be highly beneficial, specifically around VBA, MATLAB, Python, R etc.
  • Exposure to Counterparty Risk would be useful
  • French language skills