Market Risk Analyst

Warszawa, Poland
Ref: R-00097315 Contract: Full Time Posted: 07/01/20 Closes: 14/03/2020

Join us as a Market Risk Analyst

  • This is a key role in managing the market risk for NatWest Markets' treasury and banking book portfolios
  • You’ll be undertaking daily market risk management support activities, including the daily review of risk reports and limit utilisations
  • We’ll look to you to develop detailed knowledge of financial markets, investment strategies, liquidity management and key income drivers

What you'll do

As a Market Risk Analyst, you’ll carry out a range of daily activities, including reviewing risk reports and limit use, investigating any limit breaches and escalating as appropriate, and preparing and documenting limit sanctions. You’ll be highlighting and escalating issues or unusual trading activity, as well as designing, implementing and documenting stress testing methodologies.

You’ll also be:

  • Making sure risk is accurately represented in the market risk systems and the control framework is effective
  • Maintaining interaction between market risk and the relevant businesses
  • Delivering high quality risk information to relevant stakeholders
  • Reviewing and challenging the business’s strategies at both micro and macro level

The skills you'll need

To succeed in this role, you’ll need a sound background in traded instruments and practices, together with their application to risk mitigation in the so-called non-traded or banking book space. You’ll also need market risk experience, paired with an understanding of liquidity management for a trading book.

You’ll also need:

  • Experience of setting up and managing market risk frameworks
  • Knowledge of interest rate risk in the banking book, asset and liability management
  • Accounting and balance sheet knowledge
  • Detailed knowledge of market risk management techniques and an understanding of the products traded by the relevant businesses
  • A good understanding of relevant regulations and standards, including CRD IV, notably IRRBB and IFRS9