XVA Market Risk Analyst

TN United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

This exciting opportunity invites individuals with a strong background in Market Risk to join a dynamic team focused on XVA and Collateral Management. The role involves monitoring risks, enhancing methodologies, and collaborating with various teams to ensure compliance and accuracy in a fast-paced environment. Ideal candidates will possess a postgraduate degree and relevant experience in capital markets, with a strong emphasis on derivatives and market risk analysis. Join a forward-thinking company that values innovation and teamwork, and make a significant impact in the evolving financial landscape.

Qualifications

• Experience in capital markets risk department or trading.
• Strong knowledge of derivatives products and market risk.

Responsibilities

• Monitor business activity and compliance with limits.
• Analyze and report market risk exposure and impacts.
• Enhance risk management methodologies and drive projects.

Skills

Excel

VBA

Python

SQL

Market Risk Analysis

Problem Solving

Attention to Detail

Education

Postgraduate degree – MA/MSc/PhD/Doctorate

MSc in finance, economics, maths, engineering

Job description

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Types of Jobs - Risk Management / Control

Job title

Contract type

Permanent Contract

No

Job summary

This is an exciting opportunity for individuals with prior experience within the Market Risk space to join the Market Risk team in charge of XVA and Collateral Management. In addition to monitoring counterparty and funding risks, you’ll be responsible for improving the accuracy of our measures, enhancing methodologies in a constantly evolving market and regulatory landscape, supporting market activity monitoring teams both quantitatively and qualitatively, and ensuring a consistent framework across businesses. You’ll work closely with the business, IT, finance, model validation, and market activity monitoring teams.

Key Responsibilities:

• Monitor business activity and ensure compliance with limits and mandates
• Analyze and report market risk exposure, understand positions to anticipate potential market impacts and hot topics
• Analyze one-off, new limit, and new product requests
• Ensure risks are calculated and captured appropriately
• Enhance risk management methodologies
• Drive XVA-related projects
• Mentor interns and collaborate with team members

Geographical area

Europe, United Kingdom

City

London

Job description

Business type

Types of Jobs - Risk Management / Control

Job title

XVA Market Risk Analyst

Contract type

Permanent Contract

Management position

No

Job summary

This is an exciting opportunity for individuals with prior experience within the Market Risk space to join the Market Risk team in charge of XVA and Collateral Management. In addition to monitoring counterparty and funding risks, you’ll be responsible for improving the accuracy of our measures, enhancing methodologies in a constantly evolving market and regulatory landscape, supporting market activity monitoring teams both quantitatively and qualitatively, and ensuring a consistent framework across businesses. You’ll work closely with the business, IT, finance, model validation, and market activity monitoring teams.

Key Responsibilities:

• Monitor business activity and compliance with limits and mandates
• Analyze and report market risk exposure, understand positions to anticipate potential market impacts and hot topics
• Analyze one-off, new limit, and new product requests
• Ensure risks are calculated and captured appropriately
• Enhance risk management methodologies
• Drive XVA-related projects
• Mentor interns and collaborate with team members

Position location

Europe, United Kingdom

City

London

Candidate criteria

Minimal education level

Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent

Academic qualification / Speciality

• MSc in finance, economics, maths, engineering, or other numerate degree

Experience

• Experience in capital markets: risk department (preferably market risk), or trading
• Strong knowledge of derivatives products
• Robust understanding of market risk. Counterparty risk desirable
• Attention to detail, problem solving, autonomy, organizational skills, and ability to multitask
• Ability to explain complex topics simply and manage various stakeholders

Required skills

• Proficiency in Excel and VBA. Python and SQL are a plus

Languages

English