Market Risk Analyst

Job Description

Purpose of the role:

The member will support the market risk management, involving in market risk and IRRBB monitoring and reporting, conducting analytics, and collaborating with teams to ensure compliance with regulatory requirements and internal policies.

What you will be doing:

• Support market risk management activities by ensuring compliance with internal policies, control frameworks, and exposure monitoring requirements.
• Conduct periodic reviews of policies and procedures to ensure market risk measurement methodologies align with group standards and regulatory requirements.
• Deliver accurate and timely market risk reporting and continuous monitoring to facilitate informed decision-making.
• Identify, track, and resolve risks and issues promptly, escalating significant concerns to senior management as necessary.
• Perform stress testing and scenario analysis to assess the potential impact of extreme market conditions on the portfolio.
• Participate in projects of varying complexity, including system implementations, new business initiatives, and regulatory compliance efforts related to market risk.
• Conduct User Acceptance Testing (UAT) and provide support during the launch of new products and system implementations to ensure smooth integration and compliance.

What are we looking for:

• A degree in a quantitative field, such as mathematics, statistics, Finance, or a related field
• 1-2 years of relevant experience within the financial services industry.
• Strong analytical and problem-solving skills, with the ability to communicate complex risk issues to non-technical stakeholders
• Excellent communication and interpersonal skills, with the ability to build strong relationships with internal and external stakeholders
• Proven ability to work both independently and collaboratively in a fast-paced, dynamic environment.
• Certification on TMA Associate Member