Market Risk Analyst

Position: Market Risk Analyst.

Location: Bangalore (for 6 Months then required to relocate to AbuDhabi).

Working Days: MondayFriday.

Work Timings: 9:30 pm to 6:30 pm.

Experience Required: 3+ Years.

Client: Leading digital wealth management platform.

Key Responsibilities.

Market Risk Analysis & Reporting

- Monitor, analyze, and report market risk exposures for proprietary funds, AMCs, and client portfolios.

- Utilize risk metrics like Value at Risk (VaR), stress testing, and scenario analysis to assess potential losses and concentrations.

- Prepare daily, weekly, and monthly risk reports for internal stakeholders and senior management.

NAV Calculation & Fund Reporting

- Accurately calculate NAVs for various funds including structured notes, ensuring compliance with internal and regulatory standards.

- Publish periodic fund fact sheets with performance and risk metrics.

- Reconcile NAV with accounting and trading desks to ensure data integrity.

Risk Metrics Maintenance

- Maintain and update dashboards for risk metrics related to proprietary and AMC portfolios.

- Collaborate with PMs, traders, and ops teams for consistent risk measurement.

- Support enhancement of tools and processes for better risk measurement.

System Implementation & Framework Development

- Show adaptability with new systems and technologies.

- Lead/contribute to building market risk frameworks and implementing them within new risk systems.

Compliance & Controls

- Ensure compliance with regulatory and internal control frameworks for all risk reports and NAVs.

- Assist in audits and compliance reviews for market risk and fund valuation.

Continuous Improvement

- Identify automation opportunities for risk reporting and NAV calculations.

- Stay up-to-date with best practices, regulatory changes, and market risk trends.

Required Skills & Qualifications

- Bachelors or Masters degree in Finance, Economics, Management, Mathematics, Statistics, or related field.

- 35 years of experience in market risk, fund valuation, or risk reporting in financial services.

- Strong grasp of market risk concepts like VaR, stress testing, and risk sensitivities.

- Hands-on NAV calculation experience (especially for structured notes) and fact sheet publishing.

- Advanced Excel skills (formulas, pivot tables); familiarity with Bloomberg, Reuters, Barra, or similar systems.

- Ability to quickly learn and adapt to new tech/systems.

- Basic knowledge of programming/scripting (e.g., VBA or Python) is a plus.

- Excellent analytical, communication, and stakeholder management skills.

- Ability to multitask and meet tight deadlines.