Job Description
We are working exclusively with a leading international corporate and investment bank to appoint an Associate into its London-based Traded Market Risk team.
Associate - Traded Market Risk
London | Hybrid working
We are working exclusively with a leading international corporate and investment bank to appoint an Associate into its London-based Traded Market Risk team.
The role offers broad exposure across a global markets platform, with particular interaction across interest rates, FX, credit, equity derivatives and xVA-related risk.
Responsibilities
- Provide independent second-line oversight and challenge of traded market risk across a range of asset classes and trading activities.
- Monitor, analyse and explain market-risk exposures, including VaR, stress testing, sensitivities, limit usage and P&L/risk movements.
- Support the review of derivative valuations, pricing inputs, risk factors, market data and model outputs; identify potential valuation or risk-capture issues and escalate appropriately.
- Partner with Front Office, Product Control and Quantitative teams to investigate material P&L movements, valuation discrepancies, limit breaches and unusual risk exposures.
- Support stress-testing, scenario-analysis, risk-limit and risk-appetite processes across trading portfolios.
Candidate profile
You will ideally bring:
- Experience in Traded Market Risk, Markets Risk, Product Control, Valuation Control, Market Risk Analytics or a closely related function.
- A solid conceptual understanding of derivatives, their valuation and the market risks that drive them.
- Exposure to one or more major asset classes, such as interest rates, FX, fixed income, credit, equity derivatives, structured products or xVA.
- Practical knowledge of market-risk concepts including VaR, stress testing, scenario analysis, sensitivities/Greeks, P&L attribution and risk limits.
- Exposure to pricing, MTM, IPV, fair value, valuation adjustments, risk capture, model outputs or P&L explain would be advantageous.
- Strong analytical and technical skills, ideally including Python, SQL, VBA, R, Alteryx or advanced Excel.
- A degree in a quantitative or relevant discipline, such as Mathematics, Engineering, Physics, Economics, Finance, Statistics or Computer Science.
If you meet the above set criteria, please apply or send a copy of your CV to
Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates
Associate- Traded Market Risk Analyst (Derivatives & Valuation) in London employer: Robert Walters
As an EMEA Learning Architect at our company, you will thrive in a dynamic and inclusive work culture that prioritises employee growth and development. We offer comprehensive training programmes, flexible working arrangements, and a collaborative environment that encourages innovation and creativity. Located in a vibrant city, our office provides unique networking opportunities and access to industry leaders, making it an excellent place for professionals seeking meaningful and rewarding careers.
