Welcome to the Future

RsRL is recruiting for a Market Risk Analyst to join their Stress and Scenario Calibration Team. The Market Risk Analyst will need to have the following skills as described in down and should have experience as a Market Risk Analyst and/or Product Control within Investment Banking environment. The analyst should Understand the key risk factors for products, risk sensitivities and how they are measured. Python experience is mandatory.

The Successful Market Risk Analyst will need to have the following skills:

• Quantitative Educational Background ideally up to Masters Level (PhD from good schools can be value added)
• Previous experience as a Market Risk Analyst and/or Product Control within Investment Banking.
• Understanding of key risk factors for products, risk sensitivities and how they are measured
• Ability to explain an end to end VaR process and how VaR is generated/calculated
• Understand and explain the main risks - VaR, sVaR, and Stress test
• Strong Python experience, the ability to automate reports on a daily basis
• Good analytical and problem solving skills

If this is of interest to you please apply with your updated resume with a cover letter at [email protected]