Market Risk Analyst

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