Market Risk Analyst

JOB DESCRIPTION SUMMARY

Assume a pivotal role in assessing and managing market risks within trading environments. You will provide risk control analysis for global and regional trading activities. Responsibilities encompass conducting stress testing, analyzing exposure limits, and evaluating value at risk (VaR) to fortify risk management strategies. Collaborate closely with senior analysts to contribute to the refinement of risk models and offer insights into market dynamics.

• Execute daily risk control process and risk reports; working alongside with traders, operators and IT to manage market risk.
• Ensure daily data integrity, validate positions and reconcile data in consistences with traders.
• Monitor and report daily price exposure, mark-to-market and P&L to management.
• Monitor market trends and analyze data to detect potential risks within trading settings.
• Contribute to the development and enhancement of market risk models, including VaR models, stress testing frameworks, and scenario analysis tools.
• Collaborate with quantitative analysts to refine model assumptions, validate model outputs, and ensure accuracy in risk measurement.
• Apply advanced statistical techniques and machine learning algorithms to improve the accuracy and predictive power of market risk models.
• Explore innovative approaches to analyze market data, identify emerging risks, and enhance risk management strategies.
• Execute stress testing and scrutinize exposure limits under senior guidance for accurate risk assessment.
• Assist in crafting reports detailing market risk metrics like VaR and scenario analysis.
• Coordinate with the risk management team to ensure alignment with regulatory mandates and internal protocols.
• Contribute to the development and upkeep of risk management models and tools tailored for market risk evaluation.
• Engage in discussions to furnish insights into market risk factors and their potential effects on trading operations.
• Support the implementation of risk mitigation strategies to curtail potential losses.
• Collaborate on ad-hoc projects and tasks under the direction of senior analysts, fostering continuous improvement in market risk management practices.

• Collaborate with traders, operators and IT to produce accurate daily risk reports.
• Actively participate in team discussions to analyze risk assessment findings and propose effective mitigation strategies.
• Provide regular updates to the direct manager, ensuring clear communication on ongoing risk analysis initiatives and emerging concerns.

• Collaborate with market data providers to gather relevant information essential for risk analysis and decision‑making.
• Interface with external auditors or regulatory bodies as needed to facilitate discussions on market risk assessment and compliance matters.

Education and Skills (Required, Preferred)

• Bachelor's degree in finance, economics, mathematics, or a related field.
• Proficiency in Microsoft Excel and other relevant analytical tools.
• Strong numerical and analytical skills.
• Excellent written and verbal communication skills.
• Excellent problem‑solving skills and the ability to think critically under pressure.

• Proficiency in advanced analytical tools such as Python, R, or MATLAB.
• Strong understanding of financial derivatives and their application in risk management.

• Minimum 5 years of experience in a related field.
• Ability to work with financial data and perform quantitative analysis.
• Familiarity with risk management concepts and methodologies.
• Basic understanding of financial markets and trading strategies.

• Experience in quantitative finance, risk management, or related fields.
• Proven track record in developing and implementing risk models and methodologies.
• Familiarity with advanced statistical techniques and machine learning algorithms for risk analysis.

• Ability to work independently and collaboratively in a fast‑paced environment.
• Strong problem‑solving skills and critical thinking ability.
• Capacity to prioritize tasks and manage time effectively.
• Adherence to strict confidentiality and ethical standards in handling sensitive financial information.

• Demonstrated ability to adapt to evolving market conditions and regulatory requirements.
• Strong interpersonal skills for effective collaboration with colleagues and stakeholders.