Market Risk Specialist

Role overview

This position focuses on overseeing market risk exposure across interest rates, foreign exchange, equities, and commodities. The specialist will build dependable risk models, run stress tests, and work with Treasury and Investment teams to keep activities aligned with the organization’s risk appetite and applicable regulatory expectations.

Core responsibilities

• Track developments in financial markets on an ongoing basis and evaluate how they may affect the organization’s portfolio and asset mix.
• Create, deploy, and sustain market risk measurement approaches such as Value at Risk (VaR), Expected Shortfall, and sensitivity analysis.
• Perform scenario analysis on investment portfolios using both historical events and hypothetical shocks to judge resilience.
• Compile and deliver risk dashboards, detailed reports, and limit utilization updates for senior leaders and risk committees.
• Maintain compliance with internal policies and external regulations, and escalate any breaches of approved risk limits without delay.
• Work closely with Treasury, Investment, and Finance teams to share risk insights and assess the risk-return impact of new products and strategies.

Qualifications and experience

A bachelor’s degree in Finance or Economics is required. FRM or CFA certification is strongly preferred. The role calls for 6 to 8 years of experience in market risk, treasury risk, or investment analysis in banking, asset management, or corporate treasury environments.

Technical and communication skills

Strong capability in MS Excel is essential, and VBA knowledge is an advantage. Candidates should also have practical experience with financial modeling and data analysis tools such as Python, R, or SQL, or with risk management platforms. Excellent analytical thinking, careful attention to detail, and the ability to explain complex financial matters to non-technical audiences are important. Professional English fluency, both written and spoken, is also required.