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Risk Analyst


London, United Kingdom

Job Description:

Risk Analyst

• Report to branch management the performance and risk sensitivities of the Europe Treasury Department
• Assist in the revaluation of the Europe Treasury Department
• Report on the current liquidity gap
• Interbank Credit Reporting
• Provide analysis of the positions held by the Europe Treasury Department and comment on the global markets
• Coordinate branch sub committees
• Provide analysis on the Value at Risk methodology adopted for ETD monitoring.

• Ensure all performance and position limits are monitored and reported upon
• Run Value at risk Historical Simulations
• Analyse and comment on Backtest results
• Produce multiple Stresstest methods
• Report on the liquidity gap and mark these gaps against predetermined limits
• Provide assistance in the production of monthly treasury reports
• Prepare market commentaries

Knowledge & Skills:
• A thorough understanding of financial products. Specifically with regard to interest rate, FX derivatives and commodities
• A comprehensive understanding of market risk sensitivities
• Banking working experience in Treasury risk reporting essential
• Knowledge of Funds Transfer Pricing desirable
• Advanced user of Excel essential
• Good understanding of VBA (Excel)
• Knowledge of MS Access
• Excellent understanding of financial markets and current affairs

Key Behaviours/Competencies Required:

• Accuracy essential
• Able to communicate at all levels
• Ability to work under pressure
• Work within deadlines

1. Teamwork
2. Communication
3. Delivering results
4. Personal effectiveness
5. Problem resolution
6. Planning & Organisation

Key performance indicators:

• Accuracy and timeliness of the reporting generation
• Achievement of objectives set out for the period in review.
• Maintenance of procedures that fall within your jurisdiction

Key Risk Indicators

•Monitoring of adjustment levels for the integrity of the Departments reporting suite
•Maintenance of the statistical databases for trend analysis.


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