Senior Risk Analyst

  • Location


  • Sector:

    Finance & Risk

  • Salary:


  • Contact:

    Sarah Stott

  • Contact email:

  • Job ref:


  • Published:

    8 months ago

  • Expiry date:


  • Consultant:


A leading trading house is looking for a Senior Risk Analyst to join the Projects & Reporting team.
The Projects & Reporting team provides daily performance and market risk analysis to thr Management, Traders and other parts of the business. The team seeks to improve and centralise Risk Management within the business through the implementation of a robust framework and transformative IT projects. Excelling this area could lead to a range of interesting and challenging career options in the trading and shipping business.  
Key Responsibility Areas

  • Leading projects to help improve our performance of all market risk functions including:
  • Analysis of positions and understanding of how they fit within the firms risk framework. Positions may be both physical as well as financial;
  • VaR calculation and analysis, ensure that the VaR metric is both complete and accurately reflects the risk of the desks
  • P&L explains, Analysis of the P&L to help explain it in terms of the greeks as well as by asset including spread assets;
  • Stress, Analysis and calculation of stress on an aggregate level as well as specific strategy level ensuring that the figure is accurate and has the support of FO as well as MO
  • Lead ongoing projects (IT and other) in market risk team. These projects can be cross asset class and either designed to improve architecture, efficiency or risk metrics. Significant interaction within the market risk team will be necessary

Candidate Specifications

  • University degree in economics, finance / engineering / numerate discipline;
  • Strong IT skills: VBA necessary, SQL, Python or other languages also beneficial.
  • Experience of driving change through successful IT projects
  • Knowledge of the market risk/ product control role from trading companies or banks.
  • Knowledge of risk metrics such as VaR, stress testing, scenario analysis;
  • Knowledge of one or more of ETRM systems would be an advantage (Endur, Symphony by Amphora).