Market & Liquidity Risk Analyst - Hybrid (9 Months)

FirstBank UK Limited; Greater London; Hybrid; GBP 52,000 - 78,000; Full time

Benefits offered by this job

Up to 10% employer pension

Life Assurance

Income protection

Private Medical Insurance

Gym subsidy

Cycle to work

Employee Assistance Program

Annual leave 25+ days

Job summary

FirstBank UK Limited is seeking a Market & Liquidity Risk Analyst on a 9-month fixed-term contract. The role is hybrid with three days in the office and two days remote, based in Greater London.

You will produce MI, monitor risk KPIs and support stress testing, regulatory submissions and risk reporting. The ideal candidate has strong quantitative skills, experience in market/ liquidity risk analytics, and proficiency with Excel, SQL, Python and Power BI.

Qualifications

• Degree in a quantitative field such as Engineering, Mathematics or Statistics.
• Experience in Market or Liquidity risk analytics is required.
• Strong numeracy and data analysis skills.
• Familiarity with market risk concepts and treasury products is desirable.

Responsibilities

• Produce regular MI to monitor market risk KPIs.
• Survey bonds, FX, derivatives, and repo activities for limits compliance.
• Engage with stakeholders to advise on market risk matters.
• Analyze new product initiatives for market risk impact.
• Assist in market and liquidity stress testing and regulatory submissions.
• Maintain market risk procedures and risk control documentation.
• Perform data analytics, validation and portfolio analysis for risk appetite.
• Support regulatory reporting and second-line reviews.
• Monitor counterparty exposures and risk reporting.

Skills

Market risk

Liquidity risk

Risk analytics

Quantitative degree

Excel modelling

SQL

Power BI

Python

MI packs & dashboards

Regulatory reporting

Education

Bachelor's degree in Engineering/Mathematics/Statistics

Tools

SQL

Power BI

Python

Excel

Job description

FirstBank UK Limited is seeking a Market & Liquidity Risk Analyst on a 9-month fixed-term contract. The role is hybrid with three days in the office and two days remote, based in Greater London.

You will produce MI, monitor risk KPIs and support stress testing, regulatory submissions and risk reporting. The ideal candidate has strong quantitative skills, experience in market/ liquidity risk analytics, and proficiency with Excel, SQL, Python and Power BI.