• 8 January 2009
• Reference: JR205536

• Market Risk Analyst

• City of London £30,000 - £35,000 p/a Permanent

An exciting role is arisen for a Risk Analyst in this Commodities brokerage company. Reporting to the Head of Risk you will

*Setting of trading limits for the ICE traders
*Assist in the development and testing of the in house electronic trading platform (ETP) with respect to its risk management functionality, including the identification of gaps in the risk management process.
*In the event of problems with the ETP, talk directly with the exchange to obtain position / trade information.
*Monitor market activity, investigate any major volatility and assess accounts with large exposure. Compile a report for Directors regarding any issues that arise as a result of the assessment.
*Monitor Prop trader's intraday activity and ongoing exposures.
*Maintain a table of Exchange initial margins.
*Maintain ETP client limit table.
*Understand Value at Risk (VAR) modeling, set parameters and undertake back testing


To be considered for this role, the ideal candidate will possess extensive experience in a Futures trading environment, experience of an Electronic Trading Platform and the ability to evaluate the inherent risks within the business. They will prior experience analysing VaR calculations and previous experience using the ICE platform is necessary.

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Keywords related to this job

• Risk,
• Market Risk,
• City of London,
• Permanent,
• Financial Services Provider,
• Risk Analyst,
• London