Market Risk Specialist – Banking Domain

About the role

The Market Risk Specialist will support the bank's risk management function by monitoring daily market exposures and ensuring compliance with internal limits and regulatory standards. You will work closely with senior analysts to produce risk dashboards and contribute to stress‑testing initiatives.

Key responsibilities

• Track and report daily risk metrics such as Value‑at‑Risk (VaR), Expected Shortfall, and sensitivity analyses across trading and banking books.
• Monitor limit breaches and promptly escalate issues to senior management.
• Prepare and review daily and weekly risk dashboards for internal and regulatory consumption.
• Assist in scenario‑based stress testing to evaluate the impact of adverse market moves on capital adequacy.
• Support back‑testing of risk models, validate market data, and help upgrade treasury and risk systems.

Required profile

• Bachelor's or Master's degree in Finance, Economics, Financial Engineering, Mathematics or a related quantitative field.
• 2‑5 years of experience in market risk analysis within banking or financial services.
• Professional certifications such as FRM or CFA are a plus.

Required skills

• Advanced MS Excel (mandatory).
• Proficiency in Python, SQL, or R.
• Familiarity with Bloomberg and Reuters terminals.
• Experience with risk engines and market risk models.