My jobs

You just missed it! This job already expired. Discover similar jobs with Advance…


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 31 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.

Discover thousands of graduate jobs on We deliver you the entire UK job market.

Job location

Mermaid House, 2 Puddle Dock, London, UK