Analyst - Market Risk - Investment Banking

Introduction:

This role will initially be focused on Senior management risk reporting and coordination of Risk committees within BI. There will be an emphasis on providing high quality management information to senior levels within the bank.

What will you be doing?

- Deep analysis of portfolio risk in a single asset class across regions extending to all internal risk matrices such as Stress Testing, VaR, etc

- Cross Asset Portfolio Analysis, and explanations of key risk drivers in all internal risk matrices such Stress Testing, VaR, etc.

- Monitoring and analysing trading portfolios and identifying material market risks of trading desks and also consolidated at asset class level across regions

- Assist in designing, implementation and maintenance of relevant Risk Reports for senior management and regulatory bodies.

- Present data from portfolio point of view to brief senior business and risk managers.

- Understanding of the Risk Appetite Framework and limit monitoring process.

- Communicate risks with clarity verbally and in writing with senior stakeholders at D and MD Level

- Challenging, when appropriate, market risks being taken along with firm grasp of market dynamics

What we're looking for:

- Minimum of Bachelor's degree in Economics or Finance

- MBA or Post-Graduate degree with Finance major

- Significant market risk experience in a tier-1 global Investment Bank

- Established expertise with at least 2 asset classes (among Credit, FX, Fixed Income and Equities), and proven experience with cross-asset portfolio level analysis

- Proven knowledge of end-to-end VaR and Risk sign offs process of at least one asset class (between Credit, Macro and Equity)

- Analytical and IT skills are a must (Excel/VBA) to build tools

Skills that will help you in the Role:

- Strong organizational and detailed documentation skills

- Proven understanding of market risk models, IT systems and data architecture.

- Self-motivated, takes ownership of responsibilities assigned to him/her

- Ability to communicate effectively in writing and verbally

- Ability to work in a team

- Ability to co-ordinate work with various teams in the bank, multi task and get results