Market Risk Analyst
3 days ago
- Monitor, analyze, and report on market risk exposures related to derivatives, including interest rate, currency, equity, and commodity derivatives.
- Evaluate and interpret market risk metrics such as Value at Risk (VaR), stress testing, and scenario analysis to identify risk factors.
- Analyze complex derivative products, including forwards, futures, options, swaps, and other structured products, to assess their risk profiles and impact on the firm's overall market risk position.
- Collaborate with trading, finance, and operations teams to ensure accurate and timely reporting of derivatives positions.
- Conduct regular stress tests and scenario analysis on the derivatives portfolio to assess potential market shocks or extreme events.
- Assist in the development of risk models to simulate the impact of market movements on the derivatives portfolio.
Qualifications :
- Bachelor's degree in Finance, Economics, Mathematics, or related field. A Master's degree or relevant professional certification (e.g., FRM, CFA) is a plus.
- Minimum 3 years of experience in market risk analysis, with a strong focus on derivatives.
- Experience in managing market risk for equity, fixed income, and commodity derivatives.
- Proficient in risk management tools, financial modeling, and market risk software (e.g., Excel, MATLAB, Bloomberg, or similar).
Preferred Qualifications :
- Knowledge of market risk modeling and quantitative techniques (e.g., Monte Carlo simulations, historical simulation).
- Experience in a fast-paced trading environment or financial institution.
- Proficiency in programming languages (Python, R, or similar) for risk analysis and automation is a plus.
Associate
Employment typeFull-time
Job functionGeneral Business
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