Market Risk Analyst(Core Responsibilities -On monitoring and reporting)bank

Urgent requirement for Market Risk Analyst Analyst(Core Responsibilities -On monitoring and reporting)in banking domain is required for our banking clients in Dubai.

Strong understanding of global markets and instruments (FI, Derivatives, FX, Equities) and market risk concepts/models.--Must

Advanced MS Excel (mandatory); Python, SQL, R, risk engines, Bloomberg/Reuters (advantageous).--MustDaily monitoring of Value-at-Risk (VaR), Expected Shortfall, and sensitivity analyses across trading and banking books.--Must
Responsibilities

• Risk Metrics Tracking: Daily monitoring of Value-at-Risk (VaR), Expected Shortfall, and sensitivity analyses across trading and banking books.


• Limit Management: Monitor exposures against established risk limits and escalate breaches promptly to senior management.


• Reporting & Compliance: Prepare and review daily/weekly risk dashboards for internal stakeholders and regulatory requirements.


• Stress Testing: Conduct or review scenario analyses to assess impact of adverse market movements, interest rate shifts, and liquidity crises on capital adequacy and profitability.


• System & Model Validation: Assist in back-testing risk models, validate market data accuracy, and support treasury/risk system upgrades.

Qualifications

• Education: Bachelor’s or Master’s degree in Finance, Economics, Financial Engineering, Mathematics, or related quantitative field.


• Certifications: FRM, CFA (preferred).


• Technical Skills: Advanced MS Excel (mandatory); Python, SQL, R, risk engines, Bloomberg/Reuters (advantageous).


• Financial Knowledge: Strong understanding of global markets and instruments (Fixed Income, Derivatives, FX, Equities) and market risk concepts/models.