Risk Capital Analyst


London, Michael Page
Our London based client is looking for a Risk Capital Analyst to join their Investment team. The role is for an experienced market risk analyst within the Enterprise Strategic Risk – Risk & Capital Analysis Team. The individual will be expected to lead and drive several key inter and intra department relationships, presenting and packaging analysis to this diverse and varied forums. As a senior member of a 25 person team they will be expected to design and lead training of junior team members and of other staff members

Risk Capital Analyst responsibilities:
– Facing off to key stakeholders (i.e. Treasury, Finance & Front Office) to explain at a level suitable to the stakeholder movements and drivers of the various models used. To be able to explain their linkage to market risk capital, limit setting and the risk appetite process.
– This will involve presentation writing for a diverse audience from senior risk management to key support departments
– To be able to analyse movements and drivers of VaR, Stressed VaR, IRC and ERC down to the business line and product level, and to be able to discuss this level of detail to ascertain the trading strategy behind such positioning.
– To package and present analysis to senior management, including a number of non-risk forums.
– To aid in the training and on-going education of team members
– To work with senior business personal to analyse an determine the risks inherent within the various pension plans

Risk Capital Analyst Qualifications:

– A good understanding of risk measurement frameworks, particularly Value at Risk (VaR), Stressed VaR, IRC and Internal
Capital models such as economic risk capital
– A degree-level education (or equivalent) in a numerate discipline – post graduate qualifications within a relevant fields I.e.
CFA, FRM, PRIMA would be an added advantage
– Proven experience within a market risk department of an investment bank
– Strong product knowledge in either one product area or good product knowledge across a diverse range of products
– Proven experience in managing and developing staff
– To be able to operate autonomously , to drive a project / task forward and produce an end state product that can be
presented to senior management with minimal required revision

Tier 1 Investment Bank
Competitive package

Your application will be reviewed by Michael Page. Please be aware we receive a high volume of applications for every role advertised & regularly receive applications from candidates who exceed the job credentials. We will only contact you within the next 14 days if you are selected for interview.

Where specific UK qualifications are required we will take into account overseas equivalents.

Please quote Michael Page reference when applying Job ref:MPIG13355756

Michael Page is a world leading recruitment consultancy.

February 13, 2014 12:00 am

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