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Tier-1 bank, mid-level AVP, metro location, and common market-risk skillset increase applicant competition.
Requires industry-specific market risk and regulatory knowledge, limiting transferability across industries.
Explicit 5+ years market-risk requirement plus mandatory Python/Tableau and FRTB knowledge raises shortlisting strictness.
Provide official market risk metrics and core analysis for Rates asset class to support risk management decisions.
Perform risk validation, controls, and deep dive analysis of risk concentrations and emerging issues for senior management.
Develop and automate risk analysis and reporting infrastructure using Python, Tableau, and other tools.
University degree in Economics, Mathematics or other quantitative subject.
Minimum 5 years experience in Market Risk or relevant financial domains (Trading, Product Control, IPV).
Proficiency in Python, VBA, Tableau, and MS Office is essential.
Work Experience Required: 5+ years in relevant financial risk roles.
Experienced in Market Risk techniques including VaR, SVaR, IRC, Backtesting, and FRTB for derivative products.
Operates well in a global matrixed environment supporting senior management with analytical insights.
Strong hands-on coder with Python skills and experience in automation and visualization tools.