Market Risk Reporting & Analysis Specialist
About the position
Responsibilities
• Monitor market risk using measures such as Value-at-Risk (VaR), Greeks, limits, stress, and scenario analysis tools.
• Produce high quality reports about changes in risk levels due to trading activities.
• Provide Business Impact Analysis (BIA) and risk assessment to stakeholders.
• Conduct combined scenario-based stress testing analysis for market risk.
• Monitor risk measures and analyze drivers for changes.
• Provide insights to senior management on risk level changes.
• Produce portfolio reports for senior management, holders, and regulators.
• Perform in-depth analysis of risk drivers using Greeks or other risk measures.
Requirements
• Master's degree or foreign equivalent in Risk Management, Accounting, Business Administration, or related field.
• Alternatively, a Bachelor's degree in the same fields plus two years of experience in a related occupation.
• Experience with Greeks, Value-at-Risk (VaR), MicroStrategy, Power BI, Python, SQL.
• Experience with stress analysis, financial products, market risk, and stress testing.
• Knowledge of Risk Weighted Assets, business intelligence and visualization tools, risk appetite, and monitoring Risk Limits.
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