Market Risk Analyst

Role - Market Risk Analyst / Market Risk Sr. Analyst

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