Market Risk Reporting Analyst

As a Market Risk Reporting Senior Analyst – Rates & FX - VP, you will be working for our client, a leading global financial institution with a strong presence in investment banking.

You will be responsible for providing insightful analytics on the Rates & FX portfolios, monitoring market risk limits, and producing high-quality risk reports. The role is integral to the firm's risk management framework, requiring collaboration with risk managers and other stakeholders to ensure accurate market risk representation.

Additionally, you will contribute to ongoing transformation initiatives aimed at improving data sourcing and building self-service dashboards.

Your main responsibilities:

• Prepare and distribute risk content, monitoring significant moves and trends to ensure accurate market risk representation.
• Perform analysis on the Rates & FX portfolios using risk measurement techniques such as VaR/ESF, factor sensitivities, issuer risk monitoring, and stress testing.
• Collaborate with risk managers to identify trends and emerging risks within the portfolio.
• Participate in risk transformation initiatives to enhance controls, clean up the limits & trigger portfolio, and improve self-service dashboards.
• Support additional regulatory and internal reporting requirements.
• Maintain a strong control environment by executing controls on underlying datasets and leveraging automation.
• Identify and manage data quality issues, ensuring proper representation in data quality inventories and oversight of resolutions.
• Assist in the development and automation of risk reporting processes using Tableau and Python.

You're ideal for this role if you have:

• 5+ years of experience working in Risk or Finance within a large bank.
• A BS or BA in a related science discipline, with a master's degree or financial qualification (FRM/CFA) being an advantage.
• Strong knowledge of market risk metrics and financial products within the interest rate & FX asset classes.
• Ability to work independently or collaboratively on project deliverables.
• Excellent analytical, problem-solving, and troubleshooting skills.
• Experience in data manipulation techniques using industry-standard data pipeline tools.
• Proficiency in Tableau for risk reporting.
• Knowledge of Python for automation and data analysis.
• Strong attention to detail and ability to manage data quality issues effectively.
• Effective communication skills for interacting with various stakeholders.

Internal number #6714