09 Oct
Alexander Mann Solutions (Contingent)
London
Job description
Responsibilities
of the role :
As a Valuation Market Risk Analyst you will be responsible for :
- Provide decision-making analyses and information in discussions about IPV, FVR and PVA methodology decisions with key stakeholders (from Trading, Quant Research, Market Risk Officers and Financial Control)
- Provide relevant quantitative facts based on data to review and challenge the current IPV, FVR and PVA methodologies.
- Accountable for the calibration of IPV, FVR and PVA methodologies at the appropriate frequency.
- Accountable for the analysis andmunication of the variations of IPV, FVR and PVA stocks on a monthly and quarterly basis to relevant stakeholders.
- Build trustful relationships with key partners in RISK as well as the business.
- Act as a point of contact on valuation topics for main stakeholders.
- Maintain and develop a deep knowledge of the business lines within scope, as well as risk management practices.
What we require from the candidate :
- Market Risk.
- Quantitative fundamentals.
- A proven track-record of successful hands-on experiences in the financial industry in quantitative or data analysis fields.
- Demonstrable experience with Python or more advanced coding languages.
- A deep knowledge of Option principles (risk management and trading) derivatives and securities markets for two or more asset classes.
Next steps
▶️ Valuation Market Risk Analyst
🖊️ Alexander Mann Solutions (Contingent)
📍 London