About the role
AI summarisedThe role is for an Assistant Vice President (AVP) Market Risk Analyst at a bank, responsible for monitoring and analyzing market risk exposures across trading portfolios. The analyst will develop risk models, perform stress testing, and ensure compliance with regulatory requirements such as Basel.
BusinessFull-timeGeneral
Key Responsibilities
- Monitor and analyze market risk exposures across trading and investment portfolios
- Develop and maintain risk models for VaR, stress testing, and scenario analysis
- Prepare daily risk reports and present findings to senior management
- Collaborate with trading desks to understand risk positions and limit breaches
- Ensure compliance with regulatory requirements including Basel III/IV
- Enhance risk measurement methodologies and systems
- Participate in ad-hoc risk projects and initiatives
Requirements
- Bachelor's degree in Finance, Economics, Mathematics, or Engineering
- Minimum 5 years of experience in market risk management within banking
- Strong knowledge of financial instruments and derivatives
- Proficiency in risk systems and tools (e.g., Bloomberg, Reuters)
- Advanced Excel skills; experience with VBA, Python, or SQL preferred
- Understanding of regulatory frameworks (Basel, MAS, etc.)
- Excellent analytical and problem-solving skills
- Strong communication and presentation abilities
- CFA or FRM certification is a plus