Market Risk Analyst - 6 Month FTC

About the role

This role involves monitoring market risk exposures for the branch, reporting to senior management and head office, and improving risk exposure metrics, monitoring processes and reporting mechanisms.

Key responsibilities

• Ensure accurate calculation and reporting of market risk metrics to senior management and head office.
• Daily monitoring of adherence to approved market risk limits, including troubleshooting and documentation.
• Assist in maintaining and enhancing the branch's risk infrastructure and reporting processes.
• Monitor business plans from a market risk perspective and ensure appropriate limits are available.
• Act as administrator for internal/external trading and risk management platforms.
• Support development of methodologies for calculating market risk exposures (e.g., VaR, DV01, FX exposure).
• Monitor counterparty credit risk and country risk for the branch.
• Perform stress testing and qualitative risk assessments across business units.

Required profile

• Bachelor's degree in a quantitative discipline such as applied mathematics, statistics, physics or engineering.
• 1‑2 years of experience in market risk or a related field.
• Strong problem‑solving abilities and professional communication skills in English.
• Familiarity with wholesale banking and treasury products and their valuation methods.
• Understanding of regulatory frameworks such as PRA and capital management requirements is advantageous.

Required skills

• Advanced proficiency in Microsoft Excel.
• Strong VBA programming skills.