Market Risk Data Analytics Specialist (2)
Core
Build and maintain market risk reporting tools, automate risk analytics processes, and analyze market risk data to support risk management decisions.
Role type
Senior IC market risk data analytics specialist
Builds
Automated market risk reporting dashboards, data extracts, and analytical templates for trading and capital markets risk
Domain
Financial services / Market Risk
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Market risk concepts (VaR, stress testing, Greeks, P&L, back-testing), Advanced C#, Excel, VBA, SQL, Python, data validation, report automation
Preferred skills
Power BI, Tableau, Alteryx, AI/ML exposure, regulatory risk concepts (Basel, FRTB), market risk systems (RiskMetrics, Bloomberg, Calypso)
Technologies
C#, Excel, VBA, SQL, Python, Power BI, Tableau, Alteryx, RiskMetrics, Bloomberg, Calypso
Responsibilities
Develop and enhance market risk reporting tools and dashboards; Automate recurring market risk processes using VBA, SQL, and Python; Analyze market risk data including VaR, stress testing, and P&L; Investigate and resolve data quality issues in position and market data; Partner with risk managers to explain portfolio risk drivers; Support model monitoring, back-testing, and regulatory reporting; Evaluate opportunities to apply AI and intelligent automation to risk workflows
Seniority
Senior, hands-on IC
