Market Risk Analyst

Job Summary

A company is looking for a Market Risk Analyst to join their Risk team.

Key Responsibilities

• Design, implement, and monitor risk limits for new products, including daily monitoring of Value-at-Risk (VaR) and stress testing
• Collaborate with Engineering and Product teams to refine margin architecture and ensure accurate margin requirements
• Assist in developing the Enterprise Risk Management framework and support cross-functional risk assessments and reporting

Required Qualifications

• 2-5 years of experience in Market Risk, Middle Office, or Quantitative Analysis in fintech or trading environments
• Deep understanding of derivatives and margin mechanics
• Familiarity with the "Three Lines of Defense" model and risk governance
• Proficiency in SQL and Python (or R) for data analysis and risk modeling
• A degree in a quantitative field such as Finance, Mathematics, Physics, Economics, or Engineering; FRM or CFA designation is a plus