Market Risk Analyst

Functional Skills

Functional Skills are essential skills that help individuals perform tasks effectively in everyday life, work, and education.

Risk Identification

Quantitative Analysis

Financial Modeling

Regulatory Compliance

Market Knowledge

Communication Skills

Data Analysis and Interpretation

Risk Reporting

Stress Testing

Programming Skills

Soft Skills

Communication, teamwork, and critical thinking to ensure seamless project execution.

Analytical Skills

Communication Skills

Problem-Solving Skills

Attention to Detail

Technical Proficiency

Teamwork and Collaboration

Adaptability

Time Management

Technical Skills

Technical Skills are specialized abilities and knowledge needed to perform specific tasks or functions.

Statistical Analysis

Financial Modeling

Risk Management Frameworks

Market Risk Measurement

Regulatory Compliance

Programming Skills (Python, R)

Database Management (SQL)

Communication and Presentation Skills

Machine Learning

Derivatives Knowledge

Duties and Responsiblities

Task

95%

Develop and implement market risk management strategies aligned with regulatory requirements and organizational goals.

90%

Identify, measure, and monitor market risks, including interest rate risk, currency risk, and commodity price risk.

85%

Conduct stress testing and scenario analysis to assess the potential impact of adverse market movements on the portfolio.

80%

Prepare and present market risk reports to senior management and regulatory bodies, highlighting key risk exposures.

75%

Validate and improve market risk models, ensuring accuracy and reliability in risk measurement.

70%

Monitor and enforce compliance with market risk limits and regulatory requirements, such as Basel III.

65%

Collaborate with trading desks and other departments to understand and manage market risks associated with new products and strategies.

60%

Stay updated on market trends, regulatory changes, and best practices in market risk management.

55%

Develop and maintain market risk policies and procedures, ensuring they are up-to-date and effective.

50%

Provide training and guidance to junior analysts on market risk management principles and techniques.

Work Activities

95%

Develop and validate quantitative models to measure market risk, including Value at Risk (VaR) and stress testing.

92%

Continuously monitor market conditions and identify potential risks that could impact the firm's portfolio.

90%

Ensure compliance with regulatory requirements related to market risk, such as Basel III and Dodd-Frank.

88%

Prepare and present risk reports to senior management and regulatory bodies, highlighting key risk exposures.

85%

Conduct stress tests and scenario analysis to assess the impact of adverse market events on the firm's financial position.

82%

Analyze trading portfolios to identify concentrations of risk and potential vulnerabilities.

80%

Establish and monitor risk limits for trading activities, ensuring adherence to the firm's risk appetite.

78%

Independently validate risk models to ensure accuracy and reliability.

75%

Collect, analyze, and interpret market data to identify trends and potential risks.

72%

Work closely with traders, quants, and other risk management professionals to understand and mitigate market risks.

70%

Maintain thorough documentation of risk models, methodologies, and processes.

68%

Participate in the implementation and enhancement of risk management systems.

Detailed Work Profile

Interests