Responsibilities: Serve as the primary market risk contact for equity trading, fixed income desks, and derivatives/structured product teams, providing proactive risk insights and guidance; Monitor market risk exposures across equity, fixed income (bonds, credit products, rates products), and derivative portfolios (options, swaps, futures, structured equity or rate-linked products); Review and challenge trading activities, investment strategies, and new product proposals to ensure adherence to the firm's risk appetite and regulatory standards; Conduct risk model and valuation model validation, covering pricing models, Va R methodologies, stress-testing frameworks, and scenario analysis; Analyze market drivers such as interest rate movements, credit spreads, volatility, and liquidity conditions, and evaluate their impact on portfolio risk; Produce and present regular market risk reports and ad-hoc deep-dive analyses to senior management and risk committees; Collaborate with Trading, Product Control, and Compliance to support end-to-end risk management processes.
Requirements: Bachelor's or Master's degree in Finance, Quantitative Finance, Mathematics, Risk Management, Engineering, or a related field; Minimum 5 years of market risk experience, with exposure to equities, fixed income, and derivative products; Strong knowledge of market risk methodologies (Va R, sensitivities, stress testing); Experience in valuation or risk model validation, including assessment of model assumptions and risk methodology soundness; Proficiency with risk systems and analytical tools (Excel/VBA, Python, R, or similar); Strong communication skills, with proven ability to work closely with front office stakeholders and senior management; Experience in credit products, interest rate derivatives, delta-one structures, or equity-linked structured products; Understanding of capital models and internal model approaches; Professional certifications such as CFA or FRM.
