XVA Market Risk Analyst (Assoc / AVP)

Ref: XVARA-1601
Circa £65k + Bonus + Benefits
Leading European Investment Bank
Market Risk Department

A fantastic Market Risk opportunity has arisen within the market risk team at a leading European Investment Bank in London.  The role is responsible for XVA (valuation adjustments for derivatives portfolios) on the trading floor and, as the team is quite small, the role will be fairly quite broad with good opportunity to make your mark.

Key Responsibilities

  • Monitoring the business activity; analysing and reporting market risk exposures
  • Analyse Daily, weekly and quarterly P&L
  • VaR and stress scenario analyses
  • Raise limit breaches to management in the Market Risk management
  • Prepare one-off, new limit and new product requests
  • Enhance risk management methodologies consistent with the rest of the bank
  • Provide methodological assistance to Market Activity Monitoring, in particular on complex products and risk measures

Key Skills & Experience:

  • 3 years+ experience in capital markets in market risk or trading
  • Strong knowledge of derivatives products        
  • Experience in risk management or in a risk-related function within an investment bank.
  • Good understanding of counterparty risk issues
  • IT skills (Excel VBA)
  • A quantitative background will be a plus
  • MSc in finance, maths, engineering, economics, physics, or other numerate degree