Market Risk Analyst

The Market Risk Analyst will play a key role in supporting the analysis of market risks within our trading portfolio. This position assists the Market Risk group in mitigating risks and contributing to daily operations. Below is a summary of the primary responsibilities and qualifications for this role:

Primary Responsibilities:

1.      Market Risk Support:

o    Assist in monitoring market risks and ensuring accurate daily reporting of market risks using metrics like Value at Risk (VaR).

o    Primary emphasis will be placed on the power side of the business.

o    Contribute to the development and enhancement of risk models and metrics.

2.      Front Office Collaboration:

o    Work with the Risk group and front office to understand and communicate market risks.

o    Assist in the development of quantitative models for derivative valuation and other market-related products.

o    Provide support on ad hoc projects related to structured deal development and risk analysis.

3.      Communication and Reporting:

o    Collaborate with other departments to explain daily PnL drivers and assist in analyzing the impacts of new business structures.

o    Communicate effectively with management and team members on risk-related matters.

4.      Data Management and Technical Support:

o    Assist in managing data from third-party vendors, ensuring the availability and accuracy of essential market data.

o    Use technical skills, including SQL, VBA, and Excel, to support data management and reporting processes.

Qualifications:

o     Proficiency in SQL, VBA, and Excel for data analysis and process support.

o     Strong analytical skills with attention to detail.

o     Good communication and teamwork abilities.

o    Intermediate to Advanced in Quantitative Analytics