Market Risk Analyst

• Role forms part of the model approval process, where sign off of new models and the enhancement of existing models will be required
• Daily interaction with traders, regulators, financial and other control groups

• Good and sound understanding of the Equity Markets and Market Risk Management
• Good attention to detail and strong analytical background
• Knowledge of VaR (Monte Carlo), its applications and limitations, as well as IVAST and Stress VaR
• Personable, a good communicator and work well under pressure
• Daily interaction with traders, regulators, financial and other control groups is necessary, and sometimes under tight time constraints
• Stress testing knowledge beneficial
• Technology Required: SAS EG, SAS DI, SAS VIYA
• Required Experience: 3.5 to 5 Years

Stress testing knowledge beneficial