Market Risk Analyst

CDI
Maroc
Publié il y a 4 mois

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

Skills:

  • 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'activitéServices financiers
FonctionMarket Risk Analyst
LieuMorocco

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