Our clients are seeking a highly skilled and experienced Senior Market Risk Analyst to join their growing Risk Management team in Geneva. The successful candidate will play a critical role in identifying, assessing, and mitigating market risks within our trading portfolio. This role offers a dynamic environment, working closely with front office teams to ensure robust risk management frameworks and compliance with regulatory standards.
Key Responsibilities
1. Market Risk Analysis: Analyze and assess market risk exposures across multiple asset classes, including commodities, equities, foreign exchange, and interest rates. Develop and maintain risk models to evaluate potential market movements and their impact on portfolios.
2. Risk Monitoring & Reporting: Regularly monitor risk limits and key risk metrics such as Value-at-Risk (VaR), stress testing, scenario analysis, and liquidity risk. Prepare detailed risk reports for senior management, highlighting key findings and recommendations for mitigating potential risks.
3. Risk Strategy & Framework: Collaborate with the trading and portfolio management teams to develop risk management strategies that align with business objectives. Contribute to the ongoing enhancement of the firm’s risk management framework, ensuring it meets regulatory requirements and internal policies.
4. Regulatory Compliance: Ensure market risk practices comply with local and international regulatory standards (e.g., Basel III, MiFID II). Monitor changes in regulations and assess their impact on risk management processes.
5. Stress Testing & Scenario Analysis: Conduct stress testing and scenario analysis to evaluate the firm’s exposure to extreme market conditions. Identify emerging risks in the market and propose action plans to mitigate them.
6. Collaboration & Communication: Work closely with trading desks, finance, and operations teams to enhance risk controls and decision-making processes. Communicate effectively with senior management regarding market risk developments and issues.
7. Continuous Improvement: Lead the development of new risk analysis techniques and improve current risk models and methodologies. Stay up-to-date with industry trends, risk management tools, and market developments.
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