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We Offer The role is for Market Risk Analyst to work within the Portfolio Risk Management team as part of the Global Market Risk Management Department. The individual will play a key role in the ongoing development and delivery of Risk Management Information (MI) for Senior Management within G-MRM and other senior business partners. The individual will also assist in preparing materials for various governance forums, as well as in articulating key risks to non-risk forums through presentations and technical documents. Main duties
Play a key role in analysis and commentary, ensuring risk issues are well understood and presented transparently.
Assist in presentations and technical documents designed to articulate key risks to non-risk forums such as the BoD, Auditors and Regulators.
Undertake other ad-hoc projects as required.
Build and maintain relationships with key relevant business partners, particularly within G-MRM, as required by the role.
Work closely with key stakeholders to review and improve quality of MIS information over time.
Support the management of a sound governance process around the Risk MI's delivered by the team.
You hold an MBA/B. tech or equivalent degree from premier institute.
Strong technical writing skills and ability to articulate complex key concepts to non-risk-expert audiences.
2-3 years previous experience in a Market Risk function in a top tier investment bank/consulting firm and will be acquainted with at least a couple of asset classes (i.e. Equity/Rates/FX/Commodities/Traded Credit/Securitized Products); with risk metrics such as Sensitivities (e.g. Equities and FX Delta, Gamma, Vega; Interest Rates DV01; Credit CS01, OAS01), VaR, Regulatory VaR, Stressed VaR, Incremental Risk Charge (IRC), Risk Weighted Assets (RWA) and Economic Risk Capital (ERC); and will have strong technical writing skills.
Strong analytical skills with great attention to detail, strong controls mindset and willingness to actively investigate issues and develop solutions (both tactical and strategical).
Advanced Excel skills backed by extensive working experience.
Ability to handle large data populations.
Establishing, developing and automating processes, procedures and controls.
You have an experience within a Market Risk department of an investment bank/consulting firm, preferably within the analysis area.
Deep understanding of multiple asset classes (i.e. Equity/FX/Commodities/Rates/Credit/Securitized Products), including valuations and VaR/IRC calculation.
Good understanding of financial derivative instruments, including use, valuation and risk.
Strong ability to communicate effectively in writing as well as having good verbal communication skills.
Practical problem solving approach with strong risks and controls mindset.
Ability to proactively challenge existing processes procedures and controls.
Ambitious, dedicated and willing to take ownership of their assigned responsibilities.
Ability to deliver results by interacting with other team members and with various teams in the bank, as well as to work independently showing a proactive attitude.
Well organized with the ability to multi-task, prioritize and meet deadlines.
Ability to be an integral part of a dynamic and international team across locations.
Ability to work under tight deadlines and balance priorities.