Senior Market Risk Analyst | Risk
Core
Monitors, analyzes, and certifies quantitative risk indicators (VaR, sVaR, SRAB, Volcker, Stress-Tests) and computes/audits various P&L types to ensure limit control and regulatory reporting.
Role type
Senior Market Risk Analyst
Builds
Daily/weekly/monthly risk reports, regulatory reports (ACPR, JST), and economic P&L statements for Business Lines and Risk Mandates.
Domain
Banking / Financial Risk Management
Deliverable
dashboards & analysis
Required skills
Risk metrics calculation, Regulation knowledge, Python, Power BI, Data consolidation, Audit, P&L analysis
Preferred skills
FRTB Regulation familiarity, IT chain view, Business impact analysis
Responsibilities
Monitor and certify quantitative risk indicators, Compute and develop P&L types, Conduct daily audits of P&Ls, Perform consistency checks on data referentials, Consolidate risk and regulatory reports, Prepare support documents for Market Risk Committees, Identify improvement opportunities, Support junior analysts with technical guidance
