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)