Market Risk Analyst

View full description

Requirements:

• Bachelor's degree in Finance, Mathematics, Statistics, Computer Science, Engineering or a related quantitative field.
• At least 5 years of experience in quantitative analysis, risk management, or a related field.
• Proficiency in programming languages such as Python, R, or Matlab, and experience with risk management systems.
• Strong understanding of traditional, derivatives, and cryptocurrency markets.
• Excellent analytical and problem-solving skills.

Responsibilities:

• Conduct quantitative analysis of market risk exposures using tools such as Value-at-Risk (VaR) and stress testing.
• Assist in the development and maintenance of real-time risk models to enhance market risk assessments.
• Collect, analyze, and interpret large datasets to identify trends affecting market risk exposures.
• Collaborate with various teams to ensure effective risk management practices.
• Support market-making and prop trading teams on derivatives products and develop risk management features.
• Stay updated with research developments in quantitative finance and risk management.