
Market Risk Analyst
24 hours ago
Market Risk Reporting Opportunity
We are seeking a skilled Market Risk Reporter to join our team. As a Market Risk Reporter, you will be responsible for analyzing and investigating risk and profit/loss numbers across Basel 2.5 and FRTB. Your tasks will include identifying and validating data issues and control gaps with MR/CCR/PB teams, and reporting daily Value-at-Risk (VaR) Flash and pricing errors to the Risk Managers.
About the Role
You will work closely with our team to analyze and investigate risk and profit/loss numbers, identify and validate data issues and control gaps, and report VaR Flash and pricing errors. Your strong analytical skills and attention to detail will enable you to make a significant impact in our team.
Responsibilities
- Analyze and investigate risk and P&L numbers across Basel 2.5 and FRTB
- Support Front Office (FO) in analyzing scenarios and managing risk appetite
- Identify, validate, escalate, and remediate data issues and control gaps with MR/CCR/PB teams
- Report EOD VaR Flash and pricing errors to the Risk Managers
Requirements
- MBA or equivalent master's degree in finance from premier institutes required
- CFA/FRM preferred but not essential
Your Skills
- Strong analytical skills and attention to detail
- Ability to work under pressure and meet deadlines
- Effective communication and relationship-building skills
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