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Medium because strong brand, metro location, and mid-level experience increase applicant density.
High because market risk metrics and regulatory experience are strongly industry-specific and less transferable.
High due to explicit 5+ years requirement and mandatory market-risk plus Python/Tableau skills.
Provide official market risk metrics and core analysis for Rates asset class to support risk management decisions.
Conduct risk validation, review key risk metrics like VaR, SVaR, IRC, Backtesting, FRTB, and analyze risk concentrations for senior management reporting.
Develop and enhance automated risk analysis and reporting using Python, Tableau, and other tools to improve insights for stakeholders.
5+ years of experience in Market Risk or related Financial Market/Investment Banking roles (Trading, Product Control, IPV also considered).
University degree in Economics, Mathematics, or other quantitative disciplines.
Proficiency in Python, VBA, Tableau, and MS Office essential.
Strong understanding of Market Risk measurement techniques such as VaR, RNIV, Economic Capital, IRC.
Experienced in Rates asset class within Market Risk with exposure to advanced risk metrics and processes.
Strong coding skills (especially Python) and ability to leverage automation and AI tools to optimize workflows and enhance productivity.
Capable of delivering high-quality risk analysis for senior management with clear communication and stakeholder engagement skills.