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Tier-1 bank, mid-level role, metro location, and common risk title increase applicant competition.
Specialized market-risk and regulatory metrics work makes cross-industry transferability limited and domain-sensitive.
Explicit 5+ years, mandatory market-risk background and Python/Tableau skills create strict shortlisting filters.
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Accountable for providing official market risk metrics and core analysis for Rates asset class, supporting risk management decisions.
Responsible for risk validation, ensuring controls, and reviewing metrics such as VaR, FRTB, and Backtesting.
Develop and maintain automated risk analysis and reporting infrastructure using Python, Tableau, and other programming tools.
University degree in Economics, Mathematics, or other quantitative subject.
Minimum 5+ years experience in Market Risk within Financial Markets or Investment Banking; other relevant backgrounds considered.
Proficiency in Python, VBA, Tableau, and MS Office tools is essential.
Strong knowledge of Market Risk measurement techniques like VaR, RNIV, Economic Capital, IRC.
Experienced in applying market risk techniques specifically for Rates asset class and managing related risk metrics.
Skilled in automation and data visualization with hands-on coding in Python and Tableau to enhance analytical outputs.
Capable of communicating complex technical and financial topics effectively to global senior stakeholders under tight deadlines.