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Market Risk

Posted 6 March by Brian Durham Recruitment Services Ended

This well established City based European bank have an opening within their busy Risk Management team. To be considered for this role applicants must have acquired demonstrable Risk Management experience covering Fund linked Swaps, TRS and Credit Derivatives products. Duties will include:- Daily P&L and Risk analysis/reporting (VAR, stresstests, backtesting), Mishedge calculation, Back/and Stresstesting for relevant portfolios, Single name based portfolio analysis. Strategy analysis of the respective books, Preparation, analysis and distribution of mark-to-market valuations reports. Preparation and distribution of data for the weekly/monthly reporting. Strong Excel/Access skills are required. REF: DMB

Reference: 34566254

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