Risk Analyst (FRTB)

Risk Analyst (FRTB)

London

Are you a passionate and confident Market Risk Analyst WITH FRTB experience ready to make a significant contribution working for one of the UK's fastest growing Financial Services Consultancies?

Then read on!

MHC Overview:

MHC are an award-winning IT and Business Consultancy, specialising in Change Management initiatives, which we deliver working in a collaborative way with our Clients.

You will have the confidence and the capability to step straight into a specialist consultancy role within one of MHC's Practice areas to provide effective and efficient solutions that support our Clients' business requirements, while working constructively with senior MHC and Client managers and other staff.

MHC are hiring a Market Risk Analyst to join us on a PAYE basis and work on a project we are delivering for a Tier 1 Bank (London based).

ESSENTIAL TECHINCAL EXPERIENCE REQUIRED

• Strong background and knowledge in Market risk - Historical Simulation VaR, Sensitivities, Risk Factors Market data and RNIVs.
• Cross-asset product knowledge and FRTB IMA capital model concepts (ES, SES). Understanding of Products, Risk factors and market data object taxonomies.
• Knowledge and experience of Agile methodology and project management.
• Experienced in process mapping and data life cycle design. Product design desirable.
• Ability to work with large volumes of data - Analysis, regression of data and presentation of data.
• Ability to demonstrate strong Excel, Powerpoint and Python programming skills.
• High degree of understanding of Traded Risk (Market or Counterparty Risk) terminology and concepts - exposure calculation approaches, Traded Risk Internal Controls framework, Basel II & III
• Capable of exposure regression analysis and explaining differences between production exposure and target system generated exposure, through breakdown of variables
• Experience in risk system development cycles and working with Risk Technology departments.
• Strong ability to understand and use complex systems and take a logical and constructive approach to investigating and communicating system problems
• Understanding of how projects are delivered, including project life cycle
• Knowledge on trading business & products, risk methodology and regulatory framework. Specifically, exposure in all Asset classes, Market risks, Cross-Risks and trade characteristics

Please apply now for immediate consideration.