Market Risk Management Analyst

Full Time

International Banking Client

Office Status: Hybrid


  • Participates in and maintains the Risk environment to reflect internal policies, meet regulatory requirements and supports Head Office approved risk structure.
  • Conducts timely and accurate day-to-day market risk review and reporting, and ensures control procedures and processes are followed
  • Preparation and running of VaR model for daily VaR calculation.
  • Improve daily reporting process to increase efficiency and develop better MIS tools
  • Drafts policies and procedures as required.
  • Ensures business continuity under all conditions, sometimes adverse, with strict adherence to established guidelines and deadlines.


  • Strong knowledge in credit products including generic bonds, MBS, ABS.
  • Strong knowledge in debt instruments as well as fx products
  • Good understanding of VaR models for derivatives and cash products
  • Experience in developing MIS tools using powerBI, cognos and python is a plus
  • Ability to develop and maintain working relationships with business units, model developers and validators.
  • Good written and oral communication; ability to explain complex quantitatively based technical matters clearly accurately and concisely.
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