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Tier-1 brand, metro location and mid-level experience increase candidate competition.
Specialized market-risk skills and financial product knowledge limit cross-industry transferability.
Explicit 4-6 years market-risk requirement and domain expertise makes filters moderately strict.
Own risk validation, sign-off, and reporting of market risk metrics including VaR, SVaR, Economic Capital, FRTB for Global Emerging Markets asset class.
Automate and improve risk analysis processes using tools like Python, VBA, and Tableau, collaborating with IT for strategic automation.
Perform deep dive analytical risk assessments and generate proposals for limit changes, supporting senior management decision-making.
4-6 years of relevant market risk experience in Financial Markets or Investment Banking (Trading, Product Control, Valuations also considered).
University degree in Finance, Economics, Mathematics or related quantitative discipline.
Working knowledge of Python/VBA and Tableau; proficiency in Python emphasized.
Certification in risk management (e.g., FRM) is a significant plus but not mandatory.
Experienced professional skilled in market risk measurement techniques including VaR, SVaR, Economic Capital, IRC, with strong understanding of financial products and derivatives.
Strong automation and analytical skills applying AI/adoption mindset to enhance risk reporting and analysis.
Effective at managing global stakeholder communications, delivering under tight deadlines, and collaborating within dynamic international teams.