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Tier-1 bank and metro location increase visibility, but niche market-risk expertise and seniority moderate competition.
Requires deep market-risk, front-to-back banking, and asset-class knowledge, limiting cross-industry transferability.
Explicit 8+ years, mandatory market-risk domain knowledge, product expertise, and technical skills raise filter strictness.
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Lead and coordinate requirement reviews and testing of Front Office changes impacting Market Risk systems and metrics including VaR, Stress Testing, and Sensitivities.
Own end-to-end delivery of fixes and enhancements to production Market Risk Systems while managing stakeholder communication and testing coordination.
Drive initiatives to improve Run the Bank tools, test processes, and business processes while collaborating with Risk, IT, Front Office, and other teams.
At least 8 years of relevant work experience at an international tier 1 bank or equivalent in Market Risk Management, Control, Analysis, or related Project Management role.
Strong knowledge of Market Risk domain including products like Commodities, Energy Trading, Fixed Income, and metrics such as VaR, Stressed VaR, and Sensitivities.
Experience with change management, requirement gathering, documentation, and stakeholder management for Market Risk or Regulatory programs.
Reasonable knowledge of AI, Python and/or SQL required to support testing and automation; DB Analytics knowledge advantageous.
Experienced professional with deep understanding of front-to-back Market Risk processes at a tier 1 investment bank and capable of handling multiple priorities with strong organizational skills.
Capable of independently driving change initiatives, mentoring junior colleagues, and communicating effectively with diverse stakeholders across business and technology functions.
Logical thinker with hands-on data analysis skills for reviewing large datasets and improving testing quality, who is eager to continuously develop skills in valuation libraries and analytics.