(Bank) Trading Risk Management - Market Risk Analyst

Tasks

• Analyze IRRBB metrics
• Analyze market data and risk control parameters
• Analyze stress testing results
• Assess impact of market developments on trading strategy
• Deliver daily and monthly risk reports
• Escalate and resolve risk management issues
• Monitor and report risk exposures against risk appetite
• Perform risk analysis
• Provide market risk assessments to senior stakeholders
• Rectify or escalate market risk limit excesses
• Support internal risk management projects
• Support regulatory reporting and compliance

Perks/Benefits

• Continuous learning
• Cross-regional collaboration
• Exposure to system rollouts
• Professional growth
• Regulatory project participation

Skills/Tech-stack

Attribution Analysis | Data Analysis | Financial instruments | IRRBB | IRRBB Analysis | Limits Monitoring | Liquidity Risk | Liquidity risk management | Market Data | Market Risk | Market data analysis | Microsoft Excel | Risk Limits | Risk Limits Monitoring | Risk Management | Stress Testing | VBA