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Tier-1 bank, metro location, and mid-level required experience increase applicant competition.
Market-risk production control and specialized VaR/FRTB domain knowledge limit cross-industry transferability.
Explicit 5–8 years, market-risk domain experience, Python and Bloomberg/Markit/Reuters requirements indicate high filter strictness.
Manage and perform daily market data quality checks and coordinate weekly data releases for risk calculations including VaR, SVaR, FRTB, and Economic Capital within SLAs.
Analyze impacts of market data changes on group level VaR and support proxy decision making, stressed-period selection, and implementation of new risk models/regulations.
Collaborate with Market Risk, Front Office Quant teams, and IT for change management, process improvements, and testing new data requirements or methodologies.
5 to 8 years of experience in investment banking market risk within controlled production environments.
Strong knowledge of financial instruments and pricing of vanilla derivatives across all asset classes.
Proficient in Python programming and experienced with external market data sources like Bloomberg, MarkIT, and Reuters.
Bachelor’s degree in Engineering or Finance; certification in Financial Risk Management is a plus.
Experienced in managing production-level market risk data processes and ensuring data quality control within a strong control culture environment.
Comfortable operating at the intersection of quantitative risk analytics, IT coordination, and regulatory implementation (e.g., FRTB, IHC).
Capable of communicating complex risk data impacts effectively to stakeholders and driving process improvements in a collaborative setting.