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Job Ref: 14474

Salary: $100000 – $125000

One of our European Clients seeking a Market Risk Analyst Associate  for their MT New York Branch.For the moment this is a Hybrid role 3 days office 2 days remote.  BASE Salary USD100-125K Depending on Experience and skill sets
Market Risk Analyst measures, monitors and analyzes risk and performance related to the Treasury, Capital Markets and Financial Institutions. 

 

  • Certify the daily Profit & Loss, Value-at-Risk (VaR) and Sensitivities of the FX, Monay Market, Repo desks and Financial Institutions.
  • Produce daily reporting for all risk related figures as well as limits, thus ensuring that all material market risks are well managed and limited. Performance of Escalation process, as needed according to policy.
  • Ensure that all risks are well captured by the risk systems and models and understand key risk and stress scenarios.
  • Publish commentary about the Daily and Monthly P&L, VaR, Sensitivities to Senior Management.
  • Analysis of Stress Testing and Back Testing results.
  • Prepare monthly risk report.

SKILLS REQUIRED:

 
  • Strong knowledge of risk associated with market risk as well as broad knowledge of bank’s instruments – loans, deposits, bonds, repo, derivatives, etc. and their pricing.
  • Strong analytics and problem-solving skills.
  • Strong communication skills (oral and written)
  • Solid computer skills – Microsoft Excel, Power Point, Word.
  • Bachelor’s degree

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