Risk Analyst - Market Risk
Core
Develop, implement, and monitor market risk policies, controls, and reporting to support the firm's risk appetite and regulatory compliance.
Role type
Senior market risk analyst (quantitative)
Builds
Market risk reports, dashboards, and risk-committee materials
Domain
Financial services / Market Risk Management
Deliverable
dashboards & analysis
Required skills
Value-at-Risk (VaR) modeling, stress testing, scenario analysis, back-testing, risk-limit monitoring, data analysis, quantitative analysis, problem-solving
Preferred skills
OTC derivatives valuation, margin practices, counterparty credit risk, FRM/CFA/CQF certification
Technologies
Risk management systems, data analysis tools
Responsibilities
Monitor and analyze market risk exposures across asset classes and business units; perform daily and periodic market risk analysis including VaR and sensitivities; assist in identifying and escalating potential market-risk issues; support reviews of new products and trading strategies from a market-risk perspective; conduct data quality checks to ensure accuracy and timeliness of risk information.
