Market Risk Analyst – VaR/SPAN/Monte Carlo – Stress Testing/Back Testing Market Risk Analyst required to join a leading financial institution based in the City of London. It will be your responsibility to work with the Head of Market Risk and team members to analyse market risk impacts on customers and clients. This will include both back testing and stress testing, along with Risk algorithms such as VaR and SPAN.The ideal candidate requires:1-3 years with Market Risk experience (internships at the least)Experience using VaR or SPAN or Mote CarloExperience using stress testing or back testingGood excel skills such as VBA or SQLBeneficial if the candidate has clearing or CCP knowledgeThis is an exciting opportunity for a Market Risk Analyst to join a leading financial institution and get involved with some exciting initiatives coming up.Market Risk Analyst – VaR/SPAN/Monte Carlo – Stress Testing/Back Testing Kite Consulting Group – Recruiting A-Players. Winners of Best Banking/Financial Services Recruitment Agency 2016.We believe in maximising recruitment ROI by ensuring that our clients hire an A-Player every time and our candidates have access to the best jobs in the Financial Markets. We work exclusively with CCPs, Exchanges, Broker-Dealers and Post Trade service providers across London and Europe. We specialise in recruiting top performers across IT & Technology, Change Management, Risk & Compliance and Operations – contract, permanent and executive search.