For Our Customer, a Leading bank in Morocco, we are hiring a Senior Market Risk Anayst.
This is a senior Analyst level position that requires at least 3-4 years within Market Risk.
Key duties and responsibilities
- Perform regular quantitative risk analysis on market risk model-based measures such as Value-at-Risk, using market solution tools and challenging internal tools results
- Produce risk management metrics such as VaR, duration, sensitivity and stress tests for business or regulatory purposes, provide analyses and clear explanations of the outputs,
- Report regularly on metrics, metrics evolutions, provide rationale and ensure good understanding by stakeholders,
- Develop analytical tools, methodologies and processes to better understand risk concentrations, risk drivers, and capital evolution
- Identify early quantitative signals of potential position deterioration
- Select relevant historical or deterministic market scenarios for stress tests
- Perform performance analyses by risk factors and challenge the results with regards to market developments
- Ensure all asset classes are properly modelled in the systems (RiskMetrics) and provide expertise to enhance the processes and modelling parameters, including relevant documentation
- Support internal model independent validation
- A clear understanding VaR methodology for each asset class
- A track record of improving controls and procedures within Market Risk
- Knowledge of VBA and SQL
- Strong quantitative ability.
- Good communication skills to be able to develop a working relationship with the trading desk
Caractéristiques de l'emploi
|Secteur d'activité||Services financiers|
|Fonction||Market Risk Analyst|