Market Risk Analyst – 6‑Month Fixed‑Term Contract

About the role

We are seeking a Market Risk Analyst on a six‑month fixed‑term contract to monitor and report market risk exposures for our London branch. You will work closely with senior management and head office to ensure risk limits are adhered to and reporting processes are continuously improved.

Key responsibilities

• Calculate and report market risk metrics (e.g., VaR, DV01, FX exposure) in line with policy requirements.
• Monitor daily adherence to approved market risk limits, troubleshoot breaches and document findings.
• Maintain and enhance the branch’s risk infrastructure and reporting processes.
• Assess business plans from a market‑risk perspective and ensure appropriate limits are available.
• Administer internal and external trading and risk‑management platforms.
• Support development of methodologies for new and existing products and portfolios.
• Monitor counter‑party credit risk and country risk for the branch.
• Perform stress testing and qualitative risk assessments across business units.
• Liaise with head office on policy reviews and implementation of risk requirements.

Required profile

• Bachelor’s degree in a quantitative discipline (e.g., applied mathematics, statistics, physics, engineering).
• 1–2 years of experience in market risk or a related field.
• Strong communication skills in English and a second language.
• Familiarity with wholesale banking and treasury products such as rates, FX and loans.
• Understanding of regulatory frameworks (e.g., PRA) and capital management is advantageous.

Required skills

• Advanced proficiency in Microsoft Excel.
• Strong VBA programming ability.