Market Risk Analyst - Global Markets & Treasury

About the Role:

We are looking for an experienced Market Risk Analyst to support Global Markets and Treasury Risk operations. The ideal candidate should have hands-on experience in Market Risk, Traded Risk, P&L Reporting, VaR, Stress Testing, and Risk Reporting within Banking, Investment Banking, GCCs, or Big 4 environments.

Key Responsibilities:

- Support Market Risk and Traded Risk activities across Global Markets and Treasury.

- Monitor and analyze risk metrics including VaR, SVaR, Stress Testing, and Greeks.

- Consolidate and certify daily risk indicators and P&L.

- Prepare daily, weekly, and monthly Market Risk and P&L reports.

- Identify and investigate significant movements in risk exposures.

- Publish reports for Front Office and Senior Management.

- Generate MIS reports and statistical analysis.

- Ensure data quality and integrity across Trading and Risk Management systems.

- Collaborate with stakeholders to support risk control and reporting processes.

Required Skills:

- Experience in Market Risk / Traded Risk / Risk Reporting.

- Strong understanding of:

1. Value at Risk (VaR)

2. Stressed VaR (SVaR)

3. Stress Testing

4. Risk Indicators

5. P&L Analysis & Reporting

6. Global Markets & Treasury Operations

- Advanced Microsoft Excel.

- Working knowledge of VBA.

- SQL knowledge is an added advantage.

- Strong analytical, problem-solving, and communication skills.

- Ability to work independently in a fast-paced environment.

Preferred Background:

- Experience in Big 4, Global Capability Centers (GCCs), Global Banks, or Investment Banks.

- Graduate or Postgraduate in Finance, Mathematics, Engineering, Science, Business, or a related quantitative discipline.

Interview Process:

- 23 Interview Rounds

- Initial rounds: Virtual

- Final round: Face-to-Face (if required)