Market Risk Analyst

Job description

Job Description - -------------- Bank equivalent title Market Risk Analyst / Market Risk Sr. Analyst Years of experience 2-5 years Core Responsibilities -- On monitoring and reporting Review the data and reports related to the following - Tracking risk metrics like Value-at-Risk (VaR), Expected Shortfall, and sensitivity analyses on a daily basis across trading and banking books. Limit management monitoring for exposure against established risk limits, promptly escalating any breaches to senior management. Reporting \& Compliance Prepare and/ or review daily, weekly risk dashboards for internal consumption and regulatory requirements. **Additional Responsibilities -- May Arise** Stress Testing Conduct or review output from scenario analyses to gauge how adverse market movements, interest rate shifts, and liquidity crises affect the bank's capital adequacy and profitability. System \& Model Validation Assist in back-testing risk models, ensuring the accuracy of market data, and supporting the upgrade of treasury and risk **Qualifications \& Skills** Education Bachelor's or Master's degree in Finance, Economics, Financial Engineering, Mathematics, or a related quantitative field. Certifications good to have FRM, CFA Technical Skills (Mandatory) Advanced MS Excel is a baseline requirement. (Good to have) Proficiency in Python, SQL, or R and familiarity with risk engines and Bloomberg/Reuters terminals are highly advantageous Financial Knowledge Deep understanding of global markets and instruments (FI/ Derivatives, FX, Equities) Deep understanding of market risk concepts and models