Connecting to LinkedIn...

Connecting to LinkedIn...

W1siziisijiwmtqvmdkvmzavmtavndevmzevmzkxl3n0b2nrx3bob3rvx2pvynnfynv0dg9ux29ux2tlewjvyxjkxzgwmdu4mtgxlmpwzyjdlfsiccisinrodw1iiiwimtkymhgxmjuwiyjdxq

PnL Explain Risk Analyst

Job Title: PnL Explain Risk Analyst
Contract Type: Contract
Location: United Kingdom,London
Industry:
Salary: £500 - £575 per day
Start Date: Asap
Duration: 6 Months+
REF: PNLIB_55965
Contact Name: Laurence Lefevre
Contact Email: laurencel@montash.com
Job Published: over 2 years ago

Job Description

PnL Explain Risk Analyst -£500 -£575 - Contract - 6 Months - Investment Bank - London

My client is global investment bank in need of a talented PnL Explain Risk Analyst for a 6 Month rolling contract.

The successful PnL Explain Risk Analyst will come from an investment banking background and have recently been involved on documentying and anlaysing VaR excesses.

PnL Explain Risk Analyst

The role of the PnL Explain Risk Analyst is to analyse and document the underlying causes of the VaR excesses. He/She will be part of the PnL Explain task-force whose responsibility is to analyse and present the VaR excesses analysis

PnL Explain Risk Analyst Required Skill Set

a) VaR , Risk Sensitivities and Risk Factor Calibration and VaR Back-testing Knowledge

  • very good knowledge of the Hypothetical and Real PnL's for assessing the adequacy of the VaR Model and the various statistical tests used in the VaR Back-testing concept.
  • Knowledge of the Basel II Traffic lights approach for excesses is essential
  • very good knowledge of the VaR and ES risk measures and the market risk in general.
  • understanding on the risk sensitivities impacting the VaR of FX and Fixed Income instruments
  • acquainted with the most appropriate technique to use when calibrating the market risk factors ( use of relative , absolute or log-returns)
  • Must have advanced knowledge on Python programming language and VBA Cells functions for extracting/manipulating data from external data sources
  • Excellent documentation skills, and must be willing to spent the necessary time to clearly illustrate the reasoning that has been followed for explaining an excess.

If you are a perfect match for this PnL Explain Risk Analyst position please apply and call me asap on 0207 014 0231

Social Stream

Latest News

W1siziisijiwmtcvmdivmtuvmtyvntivmjuvnzkwl2n5ymvyigf0dgfja3muanbnil0swyjwiiwidgh1bwiilcizodb4mtawiyjdxq

UK threatened by serious cyber attacks every ...

2017-02-15 16:00:00 +0000

The security of the UK has been threatened by 188 serious cyber attacks in the last three months, a government security chief has said. National Cyber Security Centre (NCSC) Chief Executive Ciaran Martin told The Sunday Times that national security was put at risk by many of these attacks. Martin was speaking ahead of the official opening of the NCSC, which has been set up to protect critical services in the UK from such attacks and improve underlying i...

W1siziisijiwmtcvmdivmdgvmtavmzcvmzkvnjkyl0n5ymvyifnly3vyaxr5lmpwzyjdlfsiccisinrodw1iiiwimzgwedewmcmixv0

British cyber security workforce rises 163%

2017-02-08 10:00:00 +0000

Data from the UK has shown that the cyber security workforce has grown considerably over the past five years. According to a new report from cyber skills promotion network Tech Partnership, there are now 58,000 more workers in this industry – a rise of 163 per cent. It shows the growing importance of these professionals, with firms across a vast range of industries turning to cyber security specialists to safeguard their data. To collate the report, the...