Analyst/Associate - Market Risk - Bank

- A leading global bank is looking for a risk professional for its analytics function supporting the Market Risk function with an opportunity to participate in all risk related matters (including monitoring, reporting, forecasting).

- Candidate will be involved in daily reporting and monitoring of market risk positions to identify material risk exposures and concentrations, conduct ad hoc risk analysis, develop improvements of daily risk reports and VaR and Stress analysis tools. 

- Monitor risk exposures, understand the factors that drive risk and P&L, follow market movement/activities affecting positions, highlight and discuss risk changes. Improve risk transparency, methodologies and reports by conducting deep-dives on basic risks, curve risks, specific structure risks etc.

Requirements:

- Understanding of VaR, stress testing, various return measures and experience with stress construction

- Understanding of fixed income/securitization markets and FX (Bonds, swaps, MBS, FX Fwds, FX swaps etc)

- Strong technical skills in Excel/Access/VBA/Bloomberg