Market Risk Analyst Job Description Template
Our company is looking for a Market Risk Analyst to join our team.
Responsibilities:
- Produce periodic commentaries that link risk, p&l and market data information;
- Identify and communicate top market risks to senior management and ensure reports are timely;
- Assist in reviewing exposures as part of the Volcker rule;
- Surveillance of Treasury activities to ensure compliance with approved parameters for trading and the banking book;
- Develop and maintain the production of regular MI to support the monitoring and evaluation of market risk Key Risk Indicators;
- Reporting of market risk exposures derived from treasury activities;
- Daily market risk management for various trading desks, but primarily based on interest rates;
- Work with Front Office to maintain their understanding of market risk limits and methodology;
- Daily market risk management for various trading desks.
Requirements:
- Highly numerate with strong data analysis academic experience;
- Experience working with VaR and a good understanding of market risk methodology;
- Good understanding of derivative products within market risk;
- Ability to work with Excel, VBA and Python;
- Interest in commodities;
- 2-5 years Market Risk experience;
- Knowledge of regulatory topics that impact market risk and trading activities.