Market Risk Analyst

Responsibilities:

• Daily market risk management for various trading desks
• 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.
• Work with Front Office to maintain their understanding of market risk limits and methodology

Skills Required:

• 2-5 years Market Risk experience
• Experience working with VaR and a good understanding of market risk methodology
• Good understanding of derivative products within market risk
• Knowledge of regulatory topics that impact market risk and trading activities
• Ability to work with Excel, VBA and Python