Market Risk Analyst _ BFS

Job description

Job Description - -------------- Job Description Experience: 5 Years Domain: Banking \& Financial Services (BFSI) Location: Open Job Summary We are looking for an experienced Market Risk Analyst with 5 years of experience in Market Risk within the Banking and Financial Services domain. The ideal candidate should possess strong analytical skills, a solid understanding of market risk frameworks, regulatory requirements, and risk reporting. The role involves monitoring market risk exposures, supporting risk governance, performing risk analytics, and collaborating with business, trading, and technology teams to ensure effective risk management. Key Responsibilities Market Risk Management \& Oversight . Trading desks oversight . Exposure reviews and risk monitoring . Risk limit monitoring . Risk governance, policies, and new product reviews Market Risk Analytics . VaR and Expected Shortfall . Sensitivity analysis (e.g., Greeks, DV01) . Stress testing and scenario analysis . Concentration risk/analysis . Risk methodology enhancements Market Risk Reporting . CRO, Board, and Risk Committee reporting . Regulatory reporting . Executive dashboards and management information . Risk commentary and insights Counterparty Risk \& XVA . Counterparty exposure analytics (PFE/EPE) . CVA/XVA reporting . Derivative exposure monitoring . Wrong-way risk analysis Risk Operations \& Controls . Risk data quality and reconciliations . Production support and workflow management . Control monitoring and issue management Job Requirement Required Qualifications . Bachelor's or Master's degree in Finance, Economics, Mathematics, Statistics, Engineering, or a related quantitative discipline. . 5 years of experience in Market Risk within a Banking or Financial Services environment. . Strong understanding of financial products including Fixed Income, FX, Equities, Commodities, and Derivatives. . Good understanding of Basel regulations and Market Risk frameworks. . Experience working with large financial datasets. . Strong analytical and problem-solving skills. . Excellent communication and stakeholder management skills. Preferred Technical Skills . SQL . Python . Excel (Advanced) . Power BI/Tableau (preferred) . Bloomberg, Murex, Calypso, or similar Risk Management platforms (preferred) Preferred Competencies . Strong analytical mindset . Excellent stakeholder communication . Attention to detail . Ability to work in a fast-paced environment . Collaborative team player . Ability to manage multiple priorities and deliver within deadlines