Market Risk Analyst

Key Responsibilities:

• Defining and implementing all methodological improvements for portfolio market risk metrics
• Responsible for reviewing and monitoring market risk measurement models, creating dashboards to assist with analysing and reporting of market risk.
• Communication with relevant stakeholders to describe the analysis conducted on a daily basis
• Develop market risk methodologies for analysis

Key Requirements:

• Strong academic background, preferably from a Mathematics, Science of Engineering discipline
• Experience within derivatives is preferred
• Knowledge of Commodities, Futures and Options preferred
• Knowledge of financial markets is a must
• Excellent IT Skills; VBA, SQL, Python
• Strong communication skills and the ability to multitask