Investment Risk Management

Roles and Responsibilities :

• Develop and maintain market risk models to analyze potential losses due to changes in interest rates, foreign exchange rates, commodity prices, and other market factors.
• Collaborate with traders, portfolio managers, and other stakeholders to identify, assess, and mitigate investment risks associated with various assets.
• Conduct regular reviews of the bank's portfolio performance using VAR (Value at Risk) calculations to ensure compliance with regulatory requirements.
• Provide insights on market trends and potential risks through regular reporting to senior management.

Job Requirements :

• 1-3 years of experience in market risk analysis or a related field such as finance or economics.
• Strong understanding of investment risk management principles including portfolio risk modeling techniques.
• Proficiency in developing complex mathematical models using programming languages like Python or R.