Market Risk Analyst (AVP) recruitment
Responsibilities
You will be required to ensure that the market risks at VaR are comprehensive and precise by evaluating transactions.
You will be expected to analyze market risk stress testing from trading room activities, hence creating business specific stress testing scenarios and detecting portfolio risks; recognizing gaps, as well as recommending and executing measures for progressions.
You will be involved in establishing and introducing projects and processes which can help to refine VaR further and other monitoring tools.
You will be expected to possess in-depth knowledge and skills of the daily position and market changes which affect various portfolio risks.
Requirements
You should have at least Master qualification, preferably in Financial Engineering, Finance or Risk Management and at least 3 years’ experience. Candidates with VaR, stress testing, portfolio reconciliation, Murex or IMA experience will have an added advantage.