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Market Risk Analyst

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Location Leeds, West Yorkshire Salary
Sector Banking and Finance Find out more Contract

Market Risk Analyst

The Role

The Market Risk Analyst will be based with a leading financial services company in Leeds on an initial contract length of 6 months. This role is to support production and delivery of all aspects of Interest Rate Risk in the Banking Book (IRRBB) reporting and ALM modelling. The initial day rate on offer is up to £400/day.

Responsibilities

  • Delivery of all aspects of reporting relating to Interest Rate Risk in the Banking Book, within agreed timeframes
  • Manage and minimise operational risks via robust control frameworks underpinning processes
  • Continuously strive for process improvements to enable time for value adding activity and qualitative review
  • Support to agreed change initiatives to deliver agreed objectives of IRRBB team
  • Development of IRRBB modelling to reflect dynamic assumptions

Essential skillset/experience

  • Detailed understanding of key Market Risk management techniques including:
    • Gap Reporting
    • Dynamic modelling
  • Understanding of complex and technical financial models across the Retail and Commercial Divisions
  • Good understanding of ALM software tools, such as QRM, used to manage market risk
  • Experience of market risk modelling within ALM software, including behavioural assumptions and dynamic model elements
  • Experience of Asset and Liability Management and associated techniques such as Funds Transfer Pricing

How to Apply

To apply for the role, you can apply directly through the site or you can reach me on the contact details below. Ideally we aim to provide feedback within 48 hours of your application but in some instances that may not be possible.

Keywords

BUSINESS ANALYST, MARKET RISK, INTEREST RATE RISK, ALM, TREASURY, RISK REPORTING, MODELLING, STAKEHOLDER MANAGEMENT

To find out more about Orgtel please visit www.orgtel.com

Orgtel, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales