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 quality reports about changes in risk levels due to trading activities. • Provide Business Impact 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. • Provide insights to senior management on risk level changes. • Produce portfolio reports for senior management, holders, and regulators. • Perform in-depth analysis of risk drivers using Greeks or other risk measures. Requirements • Master's degree or foreign equivalent in Risk Management, Accounting, Business Administration, or related field. • Alternatively, a Bachelor's degree in the same fields plus two years of experience in a related occupation. • Experience with Greeks, Value-at-Risk (VaR), MicroStrategy, 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. Apply tot his job