Market Risk Analyst
4 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:
- Conduct risk identification, risk assessments, and risk monitoring for our designated portfolio(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
- Code in Python, leveraging data visualisation software (Tableau/Power BI) for the 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, is essential
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