Risk

• Design, develop, and implement market risk frameworks including VaR (Value at Risk), CVA (Credit Valuation Adjustment), PFE (Potential Future Exposure), ES (Expected Shortfall), stress testing, and scenario analysis for financial institutions.
• Lead requirements gathering and documentation in Agile environments; create and manage user stories, epics, acceptance criteria, and product backlogs for market risk initiatives.
• Leverage SQL to extract, transform, and analyze complex market risk datasets across asset classes (equities, fixed income, FX, commodities, derivatives).
• Design and develop BI dashboards and analytics solutions for market risk metrics, counterparty credit risk (CVA, PFE), risk limit monitoring, and regulatory reporting using tools like Tableau, Power BI, or similar platforms.
• Utilize Python for data analysis, report automation, and supporting risk calculation processes.
• Develop and maintain risk reporting workflows for market risk metrics, P&L attribution, CVA sensitivities, and XVA components.
• Collaborate with risk managers, traders, quantitative analysts, IT teams, and business stakeholders to translate risk requirements into technical solutions through Agile ceremonies (sprint planning, backlog refinement, demos).
• Ensure market risk solutions comply with regulatory standards including Basel III/IV, FRTB (Fundamental Review of the Trading Book), SA-CCR, and Dodd-Frank requirements.

Technical Risk Analyst

Business Analyst, Consulting, Risk, Digital Risk

Consultant – Business Consulting, Risk, Digital Risk

Senior Risk Consultant – Digital Risk