Connecting to LinkedIn...

Connecting to LinkedIn...

W1siziisijiwmtqvmdkvmzavmtavndevmzevmzkxl3n0b2nrx3bob3rvx2pvynnfynv0dg9ux29ux2tlewjvyxjkxzgwmdu4mtgxlmpwzyjdlfsiccisinrodw1iiiwimtkymhgxmjuwiyjdxq

PnL Risk Analyst

Job Title: PnL Risk Analyst
Contract Type: Contract
Location: United Kingdom,London
Industry:
Salary: £500 - £575 per day
Start Date: Asap
Duration: 6 Months+
REF: PNLIB_78873
Contact Name: Laurence Lefevre
Contact Email: laurencel@montash.com
Job Published: almost 3 years ago

Job Description

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

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

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

PnL 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 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 Risk Analyst position please apply and call me asap on 0207 014 0231

Social Stream

Latest News

W1siziisijiwmtcvmduvmjmvmtmvmjavmjkvndg3l3nodxr0zxjzdg9ja180mtqwnti1mdeuanbnil0swyjwiiwidgh1bwiilcizodb4mtawiyjdxq

Their Shoes... Matthew Gilbranch, Managing C...

2017-05-23 15:00:00 +0100

Matthew Gilbranch (32) is a managing consultant here at Montash, managing the SAP team. With 7 years in the global recruitment industry, he loves helping people and building lasting relationships with clients and candidates alike. He took the time to talk to us about what a typical day is like in the global IT recruitment industry. "I get up at 6 and I'm out of the house by half 6 and on the train by twenty to 7. On the train I tend to have a power nap ...

W1siziisijiwmtcvmduvmdqvmtyvndavmzkvotg5l3nodxr0zxjzdg9ja181ndm0mduxmtuuanbnil0swyjwiiwidgh1bwiilcizodb4mtawiyjdxq

7 Things About Your CV You Need To Fix Right ...

2017-05-04 18:00:00 +0100

As a global technology recruitment agency, we are in touch with candidates day in and day out. We've seen all kinds of CVs in our time and know a good one when we see it. As our recruitment team look to find the ideal candidate, they are looking for CVs that show how candidates can impact their clients in a positive way, not just look flashy on paper. You only have a small amount of space on your CV to show off your skills, so make every word count. Cut...