Job Description

Job Description
Experience: 5+ Years
Domain: Banking & Financial Services (BFSI)

Location: Open

Job Summary
We are looking for an experienced Market Risk Analyst with 5+ years of experience in Market Risk within the Banking and Financial Services domain. The ideal candidate should possess strong analytical skills, a solid understanding of market risk frameworks, regulatory requirements, and risk reporting.
The role involves monitoring market risk exposures, supporting risk governance, performing risk analytics, and collaborating with business, trading, and technology teams to ensure effective risk management.
Key Responsibilities
Market Risk Management & Oversight
Trading desks oversight
Exposure reviews and risk monitoring
Risk limit monitoring
Risk governance, policies, and new product reviews

Market Risk Analytics
VaR and Expected Shortfall
Sensitivity analysis (e.g., Greeks, DV01)
Stress testing and scenario analysis
Concentration risk/analysis
Risk methodology enhancements

Market Risk Reporting
CRO, Board, and Risk Committee reporting
Regulatory reporting
Executive dashboards and management information
Risk commentary and insights

Counterparty Risk & XVA
Counterparty exposure analytics (PFE/EPE)
CVA/XVA reporting
Derivative exposure monitoring




Wrong-way risk analysis

Risk Operations & Controls
Risk data quality and reconciliations
Production support and workflow management
Control monitoring and issue management

Job Requirement
Required Qualifications
Bachelor's or Master's degree in Finance, Economics, Mathematics, Statistics, Engineering, or a related quantitative discipline.
5+ years of experience in Market Risk within a Banking or Financial Services workplace.
Strong understanding of financial products including Fixed Income, FX, Equities, Commodities, and Derivatives.
Positive understanding of Basel regulations and Market Risk frameworks.
Experience working with large financial datasets.
Strong analytical and problem-solving skills.
Excellent communication and stakeholder management skills.

Preferred Technical Skills
SQL
Python
Excel (Advanced)
Power BI/Tableau (preferred)
Bloomberg, Murex, Calypso, or similar Risk Management platforms (preferred)

Preferred Competencies
Strong analytical mindset
Excellent stakeholder communication
Attention to detail
Ability to work in a fast-paced setting
Collaborative team player
Ability to manage multiple priorities and deliver within deadlines

📌 Market Risk Analyst Bfs Chennai
🏢 Tiger Analytics
📍 Chennai