Back to jobsProduce timely, accurate daily risk exposure reports for trading portfolios, including market positions, volumetric exposures, and key drivers of change, ensuring positions and valuations are complete and reliable.
Calculate and interpret market risk metrics such as value at risk (VaR), back‑tests, and stress and scenario analyses to assess portfolio performance against risk appetite and highlight emerging risks to senior colleagues.
Monitor risk parameters and trading limits within established frameworks; identify, investigate, and escalate deviations or policy breaches, supporting strong risk governance and control.
Develop, test, and maintain market risk procedures, methodologies, and documentation to support compliance with internal policies, trading controls, and relevant regulations.
Collect, cleanse, and analyze data from multiple systems to validate prices and forward curves, reconcile exposures, and provide clear explanations for P&L and risk results to trading, product control, and finance partners.
Prepare clear, well‑structured reports and presentations that summarize risk exposures, P&L drivers, and key insights for a range of stakeholders.
Support and maintain a robust internal control and operational compliance environment by following established controls, identifying potential issues, and escalating instances of non‑compliance as needed.
Build your own market risk capabilities through ongoing learning, leveraging new tools, analytics, and industry best practices, and contribute ideas to improve processes, data quality, and reporting.
