Liquidity & Market Risk Analyst – Enterprise Risk Management

About the role

As an Enterprise Risk Management professional, you will lead the identification, measurement, monitoring and management of market risks across interest rates, foreign exchange, equities and commodities. You will work closely with Treasury and Investment teams to ensure that all activities stay within the firm’s risk appetite and comply with regulatory requirements.

Key responsibilities

• Continuously monitor financial market trends and assess their impact on the company’s portfolio and asset allocations.
• Develop, implement and maintain market‑risk measurement frameworks such as Value at Risk, Expected Shortfall and sensitivity analyses.
• Conduct scenario‑based stress testing of investment portfolios against historical and hypothetical market shocks.
• Prepare and present comprehensive risk reports, dashboards and limit‑utilisation updates for senior management and risk committees.
• Ensure strict adherence to internal risk policies and external regulatory requirements, escalating any limit breaches promptly.
• Collaborate with Treasury, Investment and Finance teams to provide risk insights and evaluate the risk‑return profile of new products or strategies.

Required profile

• Bachelor’s degree in Finance, Economics or a related field.
• Professional certifications such as FRM or CFA are highly preferred.
• 6‑8 years of proven experience in market risk management, treasury risk or investment analysis within banking, asset management or corporate treasury.
• Professional fluency in English, both written and spoken.

Required skills

• Advanced proficiency in MS Excel (VBA a plus).
• Hands‑on experience with Python, R or SQL for financial modelling and data analysis.