Risk Analyst - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

1 week ago

Posted by:

Tom O´Connor

beBee Recruiter

RESPONSIBILITIES:

Maintaining, enhancing and streamlining current risk generation and reporting infrastructure to dependably provide timely and accurate risk information to the Risk Team, Portfolio Managers and Senior Management.
Appropriately assess the current structure of risk reporting and analytics and improve it using uptodate technologies and resources (e.g., Python, Strata, FinCad, Tableau).
Conduct research and implement libraries for pricing, Greeks, PL explain, stress testing, risk analysis and various adhoc research projects.
Work with technology and Pricing & Analytics department to ensure that proper risk management technology needs are addressed and kept bestinclass
Collaborate with Portfolio Managers and other Departments (Middle Office, Operations etc) to achieve a solid understanding of positions and market awareness in firm's significant exposures.
Work will combine coverage of UK, US and Asia portfolio managers through daily reporting and global Risk team projects

REQUIREMENTS:

12 years of experience as a Risk or Investment/Trading Analyst at a bank or investment firm.
Proficiency in programming, scripting, data analysis and reporting languages like Python, R, SQL, Tableau.
Some exposure to the theory and practice of derivative pricing models, risk models, statistical methods and portfolio optimisation alongside the ability and motivation to develop this skillset.
Strong academic background. A finance and/or other mathematically intensive concentration (Mathematics, Physics, Comp. Sci., Engineering or similar) preferred.