Market Risk Analyst
21 hours ago
Responsibilities:
- Monitor daily market risk exposure and performance, including Value-at-Risk (VaR), Beta, Duration and Greeks (Delta, Gamma, Vega, Theta, and Rho), ensuring exposures remain within approved limits.
- Prepare daily risk and management reports for senior management.
- Work closely with Trading desks, Product teams, and related functions on trading and hedging activities.
- Support the development, validation, and enhancement of market risk models and measurement frameworks.
- Identify key risk factors for stress testing scenarios and communicate their implications to the market risk management process.
- Support ongoing risk monitoring, analysis, and control processes for structured and derivative products.
- Perform other duties within the Risk Management function as assigned.
Qualifications:
- Bachelor's or Master's degree in Finance, Economics, Financial Mathematics, Financial Engineering, Risk Management, or related fields.
- 1-3 years of experience in Risk Management or related functions, particularly in Market Risk, Derivatives, or Structured Products.
- Strong quantitative, analytical, and numerical skills with ability to manage data-intensive analysis.
- Sound understanding of equity-linked and derivative products and their market risk characteristics.
- Experience in preparing risk and management reports.
- Proficiency in Microsoft Excel.
- Ability to work effectively with Trading desks and cross-functional teams.
- Good command of spoken and written in English.
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