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Senior Market Risk Analyst
Responsibilities: Develop and maintain engines for calculating VaR, CaR and PFE. Conduct an in-depth quantitative analysis across the risk and credit functions, ensuring the models and portfolios are performing as intended. Provide support within the Market Risk team for the validation and development of risk models, including system testing and optimisation. Support digitalisation and automation to smooth the flow of information across the business and to remove manual task. Ability to enhance and optimise the Internal system and developing the quantitative and reporting tools used by the Credit department, Market Risk, Finance and Front Office teams. Use a quantitative approach and analysis to support the risk


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