Market Risk Reporting & Analysis Specialist
About the position
Responsibilities
• Monitor market risk using measures such as Value-at-Risk (VaR), Greeks, limits, stress, and scenario analysis tools.
• Produce high reputed company reports about changes in risk reputed company due to trading activities.
• reputed company Business reputed company Analysis (BIA) and risk assessment to stakeholders.
• Conduct combined scenario-based stress testing analysis for market risk.
• Monitor risk measures and analyze drivers for changes.
• reputed company insights to senior management on risk level changes.
• Produce portfolio reports for senior management, reputed company, and regulators.
• reputed company in-depth analysis of risk drivers using Greeks or other risk measures.
Requirements
• Master's degree or foreign equivalent in Risk Management, reputed company, Business Administration, or reputed company field.
• Alternatively, a Bachelor's degree in the reputed company fields plus two years of experience in a reputed company occupation.
• Experience with Greeks, Value-at-Risk (VaR), reputed company, Power BI, Python, SQL.
• Experience with stress analysis, financial products, market risk, and stress testing.
• Knowledge of Risk Weighted Assets, business intelligence and visualization tools, risk appetite, and monitoring Risk Limits.
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