Investment Risk Analyst (OTC Derivatives)

Location: Remote (UK residents only) Type: Contract (Outside IR35) Requirements

• Understanding of OTC derivatives – swaps, swaptions, OTC vanilla and exotic options, Equity-linked notes, TRSs
• Understanding of MSCI Risk Manager (or similar risk platform – Axioma, Northfield). Knowledge of modelling and operational implementation experience of OTC derivatives into Risk Manager; good knowledge of RML, Web Services
• Good organizational and communication skills – able to work effectively across the seniority spectrum
• Good with collating documentation and structuring it in an intuitive way to evidence implemented instruments
• Understanding of Barra – nice to have