Senior Analyst - Market Risk Rates

Description: Job Description: Market Risk Analyst/Associate

Company Overview:

We are a leading global financial services group with an integrated network spanning over 30 countries. By connecting markets East & West, we service the needs of individuals, institutions, corporates, and governments through our business divisions. Our firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership.

Our India-based global support center provides world-class capabilities in trading support, research, information technology, financial control, operations, and risk management, playing a critical role in our global operations.

Position Specifications:

Corporate Title- Analyst/Associate

Functional Title - Analyst/Associate

Experience - 4 years

Qualification MBA from a reputed institute or Masters with engineering/math/science background

Key Skills:

Mandatory:

- Good knowledge of Financial Products (especially Derivatives and Fixed income), Financial Markets, Economics

- Understanding of risk sensitivities and VaR

- Background in a numerical discipline: engineering; math; science; etc.

- Good understanding of Excel, Excel VBA, Python

- Strong analytical, quantitative and technical abilities

- Strong communication skills (oral and written)

Desired:

- Certification in CFA/FRM

- Python for Finance

Key Responsibilities:

- Analysis and interpretation of the various risk sensitivities; P&L attribution

- Validation of VaR, Incremental Risk Change, Economic Capital numbers and sign-off on the relevant Risk systems & preparation of risk reports for traders and senior business management

- Monitoring and administration of risk limits and resolution of limit excesses

- Preparation of reports and escalation to senior management

- Ad-hoc risk views and drill down analysis to senior Risk Management/Trading Heads

- Re-engineer the risk reporting process (adding additional colour/automation/improving governance etc.)

- Interpret macro events and central bank policies to assess potential impacts on rates markets and associated risk exposures and provide the market commentary

Core Competencies:

- Strong analytical and problem-solving capabilities

- Excellent communication and interpersonal skills

- Ability to work effectively in a global team environment

- Proactive approach to process improvement and automation

- Strong sense of accountability and commitment to delivery

- Ability to manage multiple priorities and meet deadlines