Market Risk Analyst
3 days ago
You will be tasked with monitoring the risk embedded into the company portfolio and ensuring it stays within the appropriate risk appetite.
Some of the key responsibilities include:
- Conducting risk identification, risk assessment, and risk monitoring for our designated portflo/s
- Design risk reports to monitor some key identified risks
- Work closely with the desk to understand positioning and current market conditions
- Define and implement bespoke stress tests
- Define and monitor predictive scenarios for portfolio risk -
- Coding in Python, leveraging on data visualization software (Tableau/PowerBI) for effective presentation of metrics daily in dashboards.
- Undertake assessments of a wide range of transactions, carrying out modeling and analysis as necessary
- Communicate results effectively with traders and senior management
Requirements:
- Relevant undergraduate degree
- Post grad/ Masters preferred
- 3-5 years Market Risk experience preferred
- High Coding skills, notably in Python, essential
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