Risk - Market Risk - Analyst/Associate - London

IIBA (International Institute of Business Analysis); London; On-site; GBP 65,000 - 80,000; Full time

Job summary

L'International Institute of Business Analysis recherche un Analyste en gestion des risques de marché pour rejoindre l'équipe de la Risk Division. Le candidat sera responsable de l'évaluation et de l'analyse des risques liés aux décisions financières, collaborant avec divers niveaux de l'entreprise. Ce rôle requiert une solide expérience en finance, des compétences analytiques et un excellent sens de la communication.

Qualifications

• 3 à 5 ans d'expérience en gestion des risques de marché.
• Compréhension des produits financiers et de leurs risques.
• Capacité à analyser et à influencer le comportement de prise de risque.

Responsibilities

• Révision continue des mesures de risque et interaction avec les preneurs de risque.
• Évaluation de la prise de risque et analyse au niveau du portefeuille.
• Collaborer avec les collègues de la Risk Engineering pour développer de nouveaux tests de stress.

Skills

Risk Management

Analytical Skills

Communication

Problem Solving

Collaboration

Education

Bachelor's degree in Finance, Mathematics or related field

Tools

Excel

Bloomberg

Refinitiv Eikon

Job description

MORE ABOUT THIS ROLE
The Risk Division is responsible for independent review of market, credit, operational, model, and liquidity risk throughout the firm as well as enterprise wide stress testing.

Market Risk is a Department within the Risk Division that facilitates effective deployment of risk appetite, prudent risk management and regulatory compliance for the Firm's market risks. The group acts as a key stakeholder in ensuring that the firm's business plans are within its market risk appetite and engages directly with businesses on the review and challenge of risk management actions. The group also plays a key role in keeping the Board of Directors apprised of the firm's market risk profile. This is achieved through the use of a suite of risk measures, proactive application of expert judgement, and limit setting. Activities are centered on risk management and analysis, transparency and escalation of risk, supervision, and overall process improvement.

KEY RESPONSIBILITIES

• Ongoing review of risk measures (VaR, greeks, stress tests) and interaction with 1st line risk takers
• Evaluate risk taking behavior and influence outcomes through portfolio and transaction level risk analysis taking into consideration risk appetite
• Collaboration with Risk Engineering colleagues on the development of new risk measures / stress tests and improvements to existing measures
• Proactive identification of emerging risks (e.g. basis risks, crowded trades)
• Limit/threshold setting
• Connect events (e.g. macroeconomic data releases, political elections) to potential vulnerabilities
• Dissemination of information and education of stakeholders through effective and timely communication and collaboration
• Communication with senior management and regulators

QUALIFICATIONS

• Three to five years of experience in market risk management or similar role with transferable skills
• Strong academic record with Bachelor's degree, equivalent or above in Finance, Mathematics or a related quantitative/analytical discipline preferred
• Understanding of financial products including their risk/reward tradeoffs
• Understanding of market risk measures, concepts, and regulatory rules: VaR, stress testing, greeks, Volcker rule, CCAR
• Excel, Bloomberg, Refinitiv Eikon familiarity, and ability to pick up in-house systems
• Ability to code desirable
• Proven problem solving ability and control mindset
• Able to analyze and challenge risk taking activities while engaging effectively with first line of defense
• Desire and ability to collaborate with people from different departments and levels of seniority
• Desire and ability to communicate complex information and concepts in layperson terms directly with senior management (both written and verbally)

ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
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