Accessibility Links

Financial Risk Analyst

  • Location: London
  • Salary: £58,000
  • Job type: Permanent
  • Job reference: JL/171823
  • Sector: Market Risk
Job Description

The role will be looking across Market, Credit, Liquidity and Business risk across all business models.

Main activities:

  • Look at the risk with the fund where they run traditional risk metrics, var. back testing and how they manage hedging.
  • Look at ICAP and the models which are owned by the team, as well as developing on the models.
  • Look after counterparty risk across the firm, fund and corporate.
  • Look at the pension fund.
  • Business risk – do business risk modelling, capital and liquidity positions and putting statistics around it.
  • Counterparty risk monitoring
  • Corporate liquidity monitoring and analysis
  • Reporting/analysis relating to the above and preparing presentations for a senior audience.
  • Monthly economic capital calculations for Market, Credit, Operational and Business risks – interpret results and explain changes. Ongoing maintenance of quantitative models


Key Skills and Experience:

  • Strong academics – degree educated in a highly numerate subject.
  • An interest and understanding of financial markets and basic concepts such as option pricing, Value at Risk, Monte Carlo simulations and fat-tailed distributions
  • Knowledge of distributions, statistics and time series analysis. Exposure to financial models like Normal/Log Normal/Multivariate/Mean Reverting a plus
  • Working knowledge of pricing and risk measurement techniques e.g. Tree pricing, Monte Carlo
  • Essential IT skills: VBA, Python

If you would like to know more or would like to apply for the role please feel free to email

Similar jobs
Chief Risk Officer
  • Location Abu Dhabi, UAE
  • Salary £180,000 + Benefits
  • Job type Permanent
  • Sector Insurance , Insurance , Insurance , Enterprise Risk
  • Description A leading multi line personal and corporate insurer requires an experienced risk professional to lead their team. The role covers enterprise, operational and underwriting risk, reporting to the CEO.
Conducting Officer Risk
  • Location Luxembourg
  • Salary €110,000 - €120,000
  • Job type Permanent
  • Sector Asset Management/Funds , Enterprise Risk
  • Description    New Vacancy – Risk Conducting Officer Currently working with a boutique Asset Management firm seeking to hire a Risk Conducting Officer for their Luxembourg team
Market Risk Manager
  • Location London
  • Salary Up to £450 per day
  • Job type Contract/Temp
  • Sector Market Risk
  • Description My client is seeking to hire a contract Market Risk Manager to join their London based team.
Related news