Market Risk Analyst, Mortgage Trading (AVP, VP), London

London
Ref: MPMR-0501
££ Excellent Base, Good Bonus, Benefits
Top-tier US Investment Bank
Mortgage Trading, Intex

Viewed as one of the leading financial institutions in the world, this top-tier US Investment Bank seeks to expand its Market Risk division with the hire of a Front Office Market Risk Manager for London. You will need 1 to 5 years’ experience managing risk for large derivatives portfolios for the Mortgage trading desks.

ESSENTIAL SKILLS & EXPERIENCE:

  • 2 to 5 years’ experience in Market Risk Management at a leading financial institution
  • Hands on experience risk management of a reasonably large derivatives portfolio in Mortgages. Rates & Credit also useful
  • Strong quantitative background and excellent academics
  • In depth knowledge of the Greeks and VaR analysis (Core, Stressed, Event, IRC, etc.)
  • Very strong problem solving, technical and analytical skills
  • Able to communicate technical information to non-technical staff
  • Good programming skills in Excel, VBA and SQL
  • Good experience of Intex
  • A background working in Market Risk or Structuring is desirable