Market Risk Analyst

This role monitors market risk exposure and delivers clear reporting to senior governance forums and relevant stakeholders. It also contributes to the continued development of risk metrics, oversight controls and reporting processes.

• Produce accurate market risk calculations and reports in accordance with the relevant policy framework, ensuring senior management and key stakeholders receive timely information. Monitor approved limits each day, investigate exceptions and retain appropriate supporting records.
• Work with the Market Risk Manager to maintain and enhance the risk infrastructure, strengthen reporting and support related change initiatives.
• Review business plans from a market risk perspective and ensure appropriate limits are in place to support controlled activity. Oversee risk management processes across relevant internal and third-party trading and risk systems.
• Contribute to the development of methods used to assess exposure from current and proposed products or activities, including measures such as VaR, DV01 and foreign-exchange exposure.
• Track counterparty credit and country risk, perform stress testing and undertake qualitative risk assessments across relevant business areas.
• Support engagement with relevant functions on market and broader risk topics, including the review and implementation of applicable policies and requirements.