Market Risk Specialist

About the role

As a Market Risk Specialist you will be responsible for identifying, measuring, monitoring and managing market risks arising from interest‑rate, FX, equity and commodity fluctuations. 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 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 (VaR), Expected Shortfall and sensitivity analyses.
• Conduct stress‑testing and scenario analysis on investment portfolios against historical and hypothetical market shocks.
• Prepare and present risk reports, dashboards and limit‑utilisation updates for senior management and risk committees.
• Ensure compliance with internal risk policies and external regulatory requirements, escalating any limit breaches.
• 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 related field.
• Professional certifications such as FRM or CFA are highly preferred.
• 6‑8 years of 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 Microsoft Excel (VBA a plus).
• Hands‑on experience with Python, R or SQL for financial modelling and data analysis.
• Familiarity with risk‑management systems and financial modelling tools.