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Market Risk Analyst

Venture Search
Dubai, UAE
Full Time
Senior
Today
VaRStress TestingScenario AnalysisMarket Risk FrameworkProduct ControlIndependent Price Verification (IPV)
Free

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VaRStress TestingScenario Analysis
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Market Risk Analyst, Dubai

  • An international commodities trading business is seeking a Market Risk Analyst to join its Risk team, reporting to the Head of Risk.
  • The role is responsible for measuring, monitoring and reporting market risk across the trading portfolio while supporting the continued growth of the business.

Key Responsibilities

  • Manage and enhance the market risk framework, including VaR, stress testing and scenario analysis.
  • Monitor trading exposures and ensure compliance with risk limits.
  • Partner with Product Control on valuation methodologies and independent price verification (IPV).
  • Support the onboarding of new products and markets.
  • Assist Treasury with liquidity risk monitoring and Credit Risk with counterparty exposure analysis.

Requirements

  • 5+ years' Market Risk or Product Control experience within a commodities trading environment.
  • Strong knowledge of VaR, stress testing and market risk methodologies.
  • Advanced Excel skills; SQL and Python are advantageous.
  • Strong communication skills with the ability to engage traders and senior stakeholders.

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