Market & Liquidity Risk Analyst – 12 month FTC

CLARC Recruitment; Greater London; On-site; GBP 65,000 - 85,000; Full time

Job summary

CLARC Recruitment is seeking a Market & Liquidity Risk Analyst for a leading global bank in London. The role focuses on analyzing and reporting market risk and liquidity exposures to support governance and regulatory submissions.

You will produce MI, monitor risk KPIs, and conduct surveillance of bonds, FX, derivatives and repo activities, ensuring limits are respected. You’ll engage with first-line stakeholders to provide risk guidance.

Qualifications

• Produces regular MI to monitor market risk KPIs.
• Performs surveillance of bonds, FX, derivatives, and repo activities to ensure limits are respected.
• Engages with first-line stakeholders to provide risk guidance and escalate issues as needed.
• Supports assessment of new product initiatives with structured analysis and findings.
• Assists with market and liquidity stress testing and regulatory submissions (ICAAP, ILAAP, RRP).
• Maintains up-to-date market risk procedures and RCSA documentation.

Responsibilities

• Produce regular MI supporting market risk monitoring.
• Conduct surveillance of trading activities to ensure compliance with limits.
• Engage with stakeholders to provide risk guidance and escalate issues.
• Support assessment of new product initiatives with analyses.
• Assist with stress testing and regulatory submissions.

Skills

Market risk

Liquidity risk

Risk analytics

Regulatory reporting

Stakeholder engagement

Job description

Our client, a leading global bank are looking to hire a Market & Liquidity Risk Analyst to support the Market and Liquidity Risk function by analyze, monitor and report the Bank’s market risk and liquidity exposures.

Job Requirements:

• Produce regular management information (MI) supporting the monitoring of market risk KPIs, demonstrating consistent accuracy and timely delivery.
• Conduct surveillance of bond, FX, derivatives, and repo activities to ensure compliance with approved limits for trading and banking book positions.
• Engage with first-line stakeholders to provide support, challenge, and informed advice on market risk matters, escalating issues appropriately.
• Support assessment of new product initiatives that may generate market risk by performing structured analysis and documenting findings.
• Assist with market and liquidity stress testing, contributing to internal assessment frameworks and regulatory submissions (ICAAP, ILAAP, RRP).
• Maintain up‑to‑date market risk procedures, RCSA documentation, and contribute to audit and control activities
• At least 3 years’ experience in Market Risk, Liquidity Risk, Counterparty Credit Risk, Risk Analytics, or related quantitative risk management roles
• Experience working with Treasury products and regulatory reporting is desirable.
• Experienced understanding of market risk concepts and risk framework.
• Ability to apply specialized knowledge with minimal supervision and demonstrates awareness of broader organizational context.

Unless otherwise stated, candidates must have the right to work in the UK.