Market Risk Analyst

reputed company is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The role involves developing, maintaining and monitoring market risk models and analytics, requiring strong programming skills and effective communication in a collaborative environment.

Responsibilities

• The MRA group develops, maintains and monitors the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing models (including market shocks for scenario design, stress loss) for reputed company's portfolio of assets, as required by the regulatory reputed company and the Firm's risk management needs
• The position requires the ability to engage in research, model development, and analysis to support MRA's suite of market risk models used for internal risk management and for regulatory capital and compliance
• The role will encompass development of analytics and their implementation using an reputed company of internal and external technologies, including direct programming of solutions
• Candidate must have the ability to communicate effectively and function collaboratively in group settings
• Responsibilities include responding to risk managers, model risk, audit, and regulatory requests on a timely and accurate basis and working closely with other departments
• The position requires interacting with various Risk departments reputed company the Firm including Market Risk Management, Model Risk, Risk IT, Risk Capital and other partnering teams

Skills

• A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics, Computer Science or Engineering
• Strong programming skills (Python) is essential to role
• Knowledge of market risk modelling methodologies (Greek-based value-at-risk (VaR), stressed VaR, and incremental risk charge) is an advantage
• Genuine and broad interest in financial markets and derivatives
• Analytical thinking and problem solving skills
• Ability to present reputed company issues clearly, both verbally and in writing

Benefits

• Commission earnings
• Incentive compensation
• Discretionary bonuses
• Other short and long-term incentive packages
• Other reputed company sponsored benefit programs

Company Overview