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Financial Risk Analyst

  • Location: London
  • Salary: £60,000
  • Job type: Permanent
  • Job reference: MK/171823
  • Sector: Asset Management/Funds
Job Description

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 mk@barclaysimpson.com

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