Copy of Market Risk Specialist
Core
Producing quantitative market risk metrics and qualitative assessments of portfolio risks due to market condition changes.
Role type
Market Risk Specialist (IC)
Builds
Daily risk reports, risk metrics dashboards, and risk monitoring tools.
Domain
Financial services / Commodities trading / Market Risk
Deliverable
dashboards & analysis
Required skills
Python, statistical risk modeling, data analysis, data visualization, process automation, VaR calculation, stress testing
Preferred skills
Derivatives markets knowledge, commodities trading exposure, AI/data analytics tools, Power BI
Technologies
Python, Power BI, SAS, Java
Responsibilities
Run and validate daily Market Risk calculations (VaR, key metrics); Analyze VaR movements and identify key drivers; Generate daily risk reports for senior management; Enhance risk reporting frameworks and dashboards; Support risk model and methodology improvements.
Seniority
Mid-Senior, hands-on IC
