Risk Analyst - Market Risk
Core
Develop and implement market risk management strategies, monitor exposures, conduct stress testing, and provide risk advice to senior management.
Role type
Senior IC market risk analyst (strategy & modeling)
Builds
Risk policies, stress test scenarios, risk reports, and enhanced risk models
Domain
Financial services / Market Risk
Deliverable
production ML models
Required skills
quantitative analysis, risk modeling, statistical tools, financial market knowledge, regulatory framework knowledge, stress testing, scenario analysis, sensitivity analysis, model development, team leadership
Preferred skills
FRM, CFA, CQF certifications
Technologies
risk systems, OTC derivatives pricing models, margin models
Responsibilities
Develop market risk management strategies; Monitor and assess market risk exposures; Conduct stress testing and scenario analysis; Provide risk advice to senior management; Enhance risk models and pricing systems; Prepare risk reports for management and regulators
Seniority
Senior, hands-on IC with leadership responsibilities
