Bank equivalent title Market Risk Analyst / Market Risk Sr. Analyst
Years of experience 2-5 years
Core Responsibilities – On monitoring and reporting
Review the data and reports related to the following -
Tracking risk metrics like Value-at-Risk (VaR), Expected Shortfall, and sensitivity analyses on a daily basis across trading and banking books.
Limit management monitoring for exposure against established risk limits, promptly escalating any breaches to senior management.
Reporting & Compliance Prepare and/ or review daily, weekly risk dashboards for internal consumption and regulatory requirements.
Additional responsibilities – may arise
Stress Testing Conduct or review output from scenario analyses to gauge how adverse market movements, interest rate shifts, and liquidity crises affect the bank's capital adequacy and profitability.
System & Model Validation Assist in back-testing risk models, ensuring the accuracy of market data, and supporting the upgrade of treasury and risk
Qualifications & Skills
Education Bachelor’s or Master’s degree in Finance, Economics, Financial Engineering, Mathematics, or a related quantitative field.
Certifications good to have FRM, CFA
Technical Skills (Mandatory) Advanced MS Excel is a baseline requirement. (Valuable to have) Proficiency in Python, SQL, or R and familiarity with risk engines and Bloomberg/Reuters terminals are highly advantageous
Financial Knowledge
Deep understanding of global markets and instruments (FI/ Derivatives, FX, Equities)
Deep understanding of market risk concepts and models