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Risk Valuation Analyst

Entry-level at Marlin Selection

Risk Valuation Analyst

Entry-level at Marlin Selection

  • LocationLondon, UK
  • Position levelEntry-level
  • Job period iconFull-time employment
  • Application deadline iconPosted on 13 Oct, 2018
  • Start date iconStart date:
  • Visa iconVisa Sponsor
  • CompetitiveCompetitive

Our client a Commodity Brokerage company based in the City of London and looking for a Risk Valuations Analyst.

General Duties

  • Develop complete understanding of firm-wide trading positions, systems, models, data inputs and pricing sources across all entities to ensure completeness, accuracy and validity of all prices and margins.
  • Analyse and provide recommendations to improve the processes and procedures for ensuring accurate, daily mark-to-market of customer and company positions.
  • Identify weaknesses in processes and price testing sources with ability to document, present findings and offer alternative solutions.
  • Research complex analytics to assist the company with capital allocation decisions.
  • Conduct weekly liquidity stress testing for the firm’s entities.
  • Participate in model validation reviews with other risk, back-office and front-office personnel or groups.
  • Participate in new product/system reviews and represent the valuation group point of view.
  • With Market Risk, research various instruments and margining techniques, and suggest trading limit methodologies.
  • Build working relationships with risk strategy, risk compliance, front-office IT and back-office IT to accomplish all the tasks of the valuation group.

Knowledge and Experience

  • 2+ years hands-on technical experience across a range of financial products, OTC derivative products (e.g. valuation, price testing, modelling and/or P&L analysis).
  • Programming experience in at least one of: SQL, Python, MATLAB, SAS, R or similar is required.
  • 2+ years’ experience with databases and data manipulation technologies is required (Excel, SQL, VBA, etc.)
  • Knowledge of both derivatives lifecycles and how derivative valuations are calculated is essential.
  • Technical knowledge of models, forward and volatility curve interpolation/extrapolation, model risk mitigation practices and understanding these as it relates to the underlying asset class.
  • Experience with market data terminals preferred (Bloomberg, Reuters).
  • Strong and thorough attention to detail with the ability to handle multiple projects simultaneously.
  • Able to work with a minimum of supervision while understanding the necessity for communicating and coordinating work efforts with other employees and organisations.
  • Excellent communication and interpersonal skills with the ability to present information in a concise and informative manner.

Qualification and Skills

  • Bachelors and Masters’ degrees in Financial Engineering/Maths/Computer Science/Finance.
  • FRM or PRM Certificate (or in-process) preferred.

For more information please contact Alice at Marlin Selection or apply via the link provided.

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