Market Risk Analyst

Full-Time Key Responsibilities Monitor, analyze, and report market risk exposures for proprietary funds, Actively Managed Certificates (AMCs), and client portfolios. Utilize risk metrics such as Value at Risk (Va R), stress testing, and scenario analysis to assess potential losses and risk concentrations. Prepare daily, weekly, and monthly market risk reports for internal stakeholders and senior management. Accurately calculate the Net Asset Value (NAV) for various funds, including structured notes, ensuring compliance with regulatory and internal guidelines. Publish periodic fund fact sheets, ensuring timely and accurate dissemination of fund performance and risk metrics. Reconcile NAV calculations with accounting and trading desks to ensure data integrity. Maintain and update risk metrics dashboards for proprietary funds and AMC portfolios. Collaborate with portfolio managers, traders, and operations teams to ensure consistent risk measurement and reporting standards. Support the enhancement of risk measurement tools and processes. System Implementation & Framework Development Demonstrate adaptability and proficiency in working with new systems and technologies. Lead or contribute to building and implementing market risk frameworks within new risk management systems. Compliance & Controls Ensure all risk reporting and NAV calculations adhere to regulatory standards and internal control frameworks. Assist in audit and compliance reviews related to market risk and fund valuations. Identify opportunities to automate and streamline risk reporting and NAV calculation processes. Stay updated with market risk management best practices, regulatory changes, and industry trends. Required Skills and Qualifications Bachelor’s or Master’s degree in Finance, Economics, Management, Mathematics, Statistics, or a related field. 3-5 years of experience in market risk, fund valuation, or risk reporting within a brokerage, bank, or asset management environment. Strong understanding of market risk concepts including Va R, stress testing, and risk factor sensitivities. Hands-on experience in calculating NAV for funds, especially structured notes, and publishing fund fact sheets. Proficiency in Excel (including advanced formulas, pivot tables) and familiarity with risk management tools/systems (e.g., Bloomberg, Reuters, Barra, or in-house platforms). Ability and willingness to quickly learn and adapt to new systems and technologies, with experience or aptitude for building frameworks in new platforms. Basic programming or scripting skills (e.g., VBA, Python) are a plus but not mandatory. Strong analytical skills with attention to detail and accuracy. Excellent communication skills to effectively present risk reports and interact with multiple stakeholders. Ability to work under tight deadlines and manage multiple priorities. #J-18808-Ljbffr