Market Risk Analyst (Contract)

£250 - £350 per day

City of London

THE COMPANY

They are a well established international broking firm with a long history.

THE ROLE

  • Preparation and analysis of daily market risk reports, including, but not limited to,
  • VaR, stressed VaR, Initial Margin, stress testing, cashflow, PnL, operational risk
  • Verification of limits set on ETPs by automatic processes and HK office
  • Dealing with rejections on ETPs intraday
  • Maintenance of central market risk database
  • Ad hoc project work and analysis
  • Occasional cover for the Hong Kong office

SKILLS AND EXPERIENCE REQUIRED

  • At least 1yrs market risk related experience
  • Ability to evaluate and analyse positions and PNL for proprietary portfolios.
  • Background in mathematics or similar quantitative field
  • Solid understanding of FX and exchange-traded derivatives products
  • Good communication skills
  • Good team player
  • All SFL employees are expected to work to high standards of integrity and ethical behaviour.