Senior Market Risk Analyst

2 weeks ago


Abu Dhabi, Abu Dhabi, United Arab Emirates MatchaTalent Full time

Job Summary

MatchaTalent is seeking a highly skilled Senior Market Risk Analyst to join our team. As a key member of our risk management department, you will be responsible for analyzing and mitigating market risks associated with our financial portfolios.

Key Responsibilities

  • Market Risk Analysis: Conduct in-depth analysis of market risk dynamics, including key drivers impacting prices, volatility, and values, to identify potential risks and opportunities.
  • Hedging Strategies: Develop and implement hedging strategies to mitigate market risks, ensuring accuracy and consistency in defining and updating volatilities, market prices, forward curves, correlations, and other key valuation components.
  • Risk Management Systems: Assist in setting up, configuring, and implementing risk management systems, ensuring that new business transactions and related risks are appropriately defined and captured by our risk systems and methodologies.
  • Stress Testing: Conduct stress testing on various portfolios to identify and mitigate unwanted exposure, collaborating with business functions and risk control regarding potential limit exceedance.
  • Policies and Procedures: Review and align risk policies across the organization, ensuring that risk policies are up-to-date and effective in managing market risks.

Requirements

  • Strong analytical and problem-solving skills, with the ability to analyze complex market risk dynamics.
  • Excellent communication and interpersonal skills, with the ability to collaborate with cross-functional teams.
  • Strong technical skills, with experience in risk management systems and methodologies.
  • Ability to work in a fast-paced environment, with a strong attention to detail and ability to meet deadlines.


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