Risk Analyst Job Scope (Derivatives)
Core
Monitor and calculate daily PnL and VaR for derivatives trading, perform credit assessments, conduct stress tests, and design risk dashboards.
Role type
Risk Analyst (Derivatives)
Builds
Risk monitoring dashboards and data visualizations
Domain
Financial services / Derivatives trading
Deliverable
dashboards & analysis
Required skills
PnL calculation, Value at Risk (VaR) modeling, credit assessment, stress testing, system testing, UAT, regulatory compliance, data visualization
Preferred skills
Prior relevant work experience in risk management
Technologies
None explicitly stated
Responsibilities
Ensure implementation of risk management policies, validate PnL and VaR computations, perform system testing and UAT, conduct initial and periodic credit assessments, perform stress tests, maintain risk methodology documentation
Seniority
Individual Contributor