Overview
Description: Job Description: Market Risk Analyst/Associate
Company Overview:
We are a leading global financial services group with an integrated network spanning over 30 countries. By connecting markets East & West, we service the needs of individuals, institutions, corporates, and governments through our business divisions. Our firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership.
Our India-based global support center provides world-class capabilities in trading support, research, information technology, financial control, operations, and risk management, playing a critical role in our global operations.
Position Specifications:
Corporate Title- Analyst/Associate
Functional Title – Analyst/Associate
Experience – 4 years
Qualification MBA from a reputed institute or Masters with engineering/math/science background
Key Skills:
Mandatory:
– Good knowledge of Financial Products (especially Derivatives and Fixed income), Financial Markets, Economics
– Understanding of risk sensitivities and VaR
– Background in a numerical discipline: engineering; math; science; etc.
– Good understanding of Excel, Excel VBA, Python
– Strong analytical, quantitative and technical abilities
– Strong communication skills (oral and written)
Desired:
– Certification in CFA/FRM
– Python for Finance
Key Responsibilities:
– Analysis and interpretation of the various risk sensitivities; P&L attribution
– Validation of VaR, Incremental Risk Change, Economic Capital numbers and sign-off on the relevant Risk systems & preparation of risk reports for traders and senior business management
– Monitoring and administration of risk limits and resolution of limit excesses
– Preparation of reports and escalation to senior management
– Ad-hoc risk views and drill down analysis to senior Risk Management/Trading Heads
– Re-engineer the risk reporting process (adding additional colour/automation/improving governance etc.)
– Interpret macro events and central bank policies to assess potential impacts on rates markets and associated risk exposures and provide the market commentary
Core Competencies:
– Strong analytical and problem-solving capabilities
– Excellent communication and interpersonal skills
– Ability to work effectively in a global team environment
– Proactive approach to process improvement and automation
– Strong sense of accountability and commitment to delivery
– Ability to manage multiple priorities and meet deadlines