Market Risk Analyst
£50,000 - £65,000
London City


They are a leading brokerage house with over 40 years' experience in FX and derivatives is looking for a market risk analyst to join their market risk team.


  • At least 3yrs business related experience and at least 1 years 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
  • High level of VBA essential, SQL would be advantageous
  • Good communication skills.
  • Good team player


The role reports to the Head of Market & Liquidity Risk. Working alongside the market risk manager, you will primarily perform the day-to-day running of the department. This role would suit a dynamic individual who wants to significantly improve their skillset and increase their responsibilities within both the department and the firm. The responsibilities include:

  • Preparation and analysis of daily market risk reports, including, but not limited to, VaR, stressed VaR, Initial Margin, stress testing, cash flow, 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
  • Preparation of the reports to be presented at the monthly Risk Committee
  • Review and improvement of the existing Market Risk models
  • Ad-hoc project work and analysis
  • Occasional cover for the Hong Kong office