Risk - Market Risk - Analyst/Associate - Birmingham

KEY RESPONSIBILITIES

Ongoing review of risk measures (VaR, greeks, stress tests) and interaction with 1st line risk takers

Evaluate risk taking behavior and influence outcomes through portfolio and transaction level risk analysis taking into consideration risk appetite

Collaboration with Risk Engineering colleagues on the development of new risk measures / stress tests and improvements to existing measures

Proactive identification of emerging risks (e.g. basis risks, crowded trades)

Limit/threshold setting

Connect events (e.g. macroeconomic data releases, political elections) to potential vulnerabilities

Dissemination of information and education of stakeholders through effective and timely communication and collaboration

Communication with senior management and regulators

QUALIFICATIONS

One to five years of experience in market risk management or similar role with transferable skills

Strong academic record with Bachelor’s degree, equivalent or above in Finance, Mathematics or a related quantitative/analytical discipline preferred

Understanding of financial products including their risk/reward tradeoffs

Understanding of market risk measures, concepts, and regulatory rules: VaR, stress testing, greeks, Volcker rule, CCAR

Excel, Bloomberg, Refinitiv Eikon familiarity, and ability to pick up in-house systems

Ability to code desirable

Proven problem solving ability and control mindset

Able to analyze and challenge risk taking activities while engaging effectively with first line of defense

Desire and ability to collaborate with people from different departments and levels of seniority

Desire and ability to communicate complex information and concepts in layperson terms directly with senior management (both written and verbally)