| Description: |
We are working exclusively with a leading international corporate and investment bank to appoint an Associate into its London-based Traded Market Risk team. Associate - Traded Market Risk
London Hybrid working We are working exclusively with a leading international corporate and investment bank to appoint an Associate into its London-based Traded Market Risk team. The role offers broad exposure across a global markets platform, with particular interaction across interest rates, FX, credit, equity derivatives and xVA-related risk. Responsibilities -
Provide independent second-line oversight and challenge of traded market risk across a range of asset classes and trading activities. -
Monitor, analyse and explain market-risk exposures, including VaR, stress testing, sensitivities, limit usage and P&L/risk movements. -
Support the review of derivative valuations, pricing inputs, risk factors, market data and model outputs; identify potential valuation or risk-capture issues and escalate appropriately. -
Partner with Front Office, Product Control and Quantitative teams to investigate material P&L movements, valuation discrepancies, limit breaches and unusual risk exposures. -
Support stress-testing, scenario-analysis, risk-limit and risk-appetite processes across trading portfolios. Candidate profile You will ideally bring: -
Experience in Traded Market Risk, Markets Risk, Product Control, Valuation Control, Market Risk Analytics or a closely related function. -
A solid conceptual understanding of derivatives, their valuation and the market risks that drive them. -
Exposure to one or more major asset classes, such as interest rates, FX, fixed income, credit, equity derivatives, structured products or xVA. -
Practical knowledge of market-risk concepts including VaR, stress testing, scenario analysis, sensitivities/Greeks, P&L attribution and risk limits. -
Exposure to pricing, MTM, IPV, fair value, valuation adjustments, risk capture, model outputs or P&L explain would be advantageous. -
Strong analytical and technical skills, ideally including Python, SQL, VBA, R, Alteryx or advanced Excel. -
A degree in a quantitative or relevant discipline, such as Mathematics, Engineering, Physics, Economics, Finance, Statistics or Computer Science. If you meet the above set criteria, please apply or send a copy of your CV to Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates  |
