Market Risk Analyst

Job Description

💻 Position: Market Risk Analyst 📍Location: Bangalore (for 6 Months then required to relocate to AbuDhabi) 🗓️ Working Days: Monday- Friday ⏰ Work Timings: 9:30 pm to 6:30 pm 📌 Experience Required: 3+ Years 🤝 Client: Leading digital wealth management platform 💸 Salary: upto 25 LPA 🔹 Key Responsibilities 📊 Market Risk Analysis & Reporting Monitor, analyze, and report market risk exposures for proprietary funds, AMCs, and client portfolios. Utilize risk metrics like Value at Risk (VaR), stress testing, and scenario analysis to assess potential losses and concentrations. Prepare daily, weekly, and monthly risk reports for internal stakeholders and senior management. 📈 NAV Calculation & Fund Reporting Accurately calculate NAVs for various funds including structured notes, ensuring compliance with internal and regulatory standards. Publish periodic fund fact sheets with performance and risk metrics. Reconcile NAV with accounting and trading desks to ensure data integrity. 📉 Risk Metrics Maintenance Maintain and update dashboards for risk metrics related to proprietary and AMC portfolios. Collaborate with PMs, traders, and ops teams for consistent risk measurement. Support enhancement of tools and processes for better risk measurement. 🛠️ System Implementation & Framework Development Show adaptability with new systems and technologies. Lead/contribute to building market risk frameworks and implementing them within new risk systems. ✅ Compliance & Controls Ensure compliance with regulatory and internal control frameworks for all risk reports and NAVs. Assist in audits and compliance reviews for market risk and fund valuation. 🚀 Continuous Improvement Identify automation opportunities for risk reporting and NAV calculations. Stay up-to-date with best practices, regulatory changes, and market risk trends. 🔹 Required Skills & Qualifications Bachelor’s or Master’s degree in Finance, Economics, Management, Mathematics, Statistics, or related field. 3–5 years of experience in market risk, fund valuation, or risk reporting in financial services. Strong grasp of market risk concepts like VaR, stress testing, and risk sensitivities. Hands-on NAV calculation experience (especially for structured notes) and fact sheet publishing. Advanced Excel skills (formulas, pivot tables); familiarity with Bloomberg, Reuters, Barra, or similar systems. Ability to quickly learn and adapt to new tech/systems. Basic knowledge of programming/scripting (e.g., VBA or Python) is a plus. Excellent analytical, communication, and stakeholder management skills. Ability to multitask and meet tight deadlines. Show more Show less