Market Risk Data Analytics Specialist (2)

About the role

The Market Risk Data Analytics Specialist supports Market Risk Management through data analysis, reporting automation, risk analytics, and technology-enabled process improvement.

Responsibilities

• Develop, maintain, and enhance market risk reporting tools, dashboards, data extracts, reconciliation processes, and analytical templates used to monitor trading and capital markets risk.
• Use VBA, SQL, Excel, Python, and other analytical tools to automate recurring market risk processes, reduce manual effort, improve controls, and strengthen reporting consistency.
• Analyze market risk data, including VaR, stress testing, sensitivities, Greeks, P&L, exposures, limit utilization, back-testing results, and risk factor movements.
• Investigate and resolve data quality issues related to position data, market data, risk factor data, P&L, model outputs, and downstream reporting exceptions.
• Support data lineage, data validation, and control documentation for market risk reporting processes, including evidence needed for audit, regulatory, and governance reviews.
• Partner with Market Risk Managers and quantitative teams to identify drivers of changes in portfolio risk and explain material movements in risk metrics.
• Assist with model monitoring, back-testing, proxy analysis, stress scenario analysis, data reviews, and recurring committee or senior management reporting.
• Evaluate opportunities to apply AI, machine learning, natural language processing, or intelligent automation to improve market risk research, documentation, reporting, anomaly detection, workflow efficiency, and management insights.
• Contribute to the development of AI-enabled analytics in a controlled and transparent manner, including documentation of data sources, assumptions, controls, human review points, limitations, and governance considerations.
• Work with Technology and data teams to support database enhancements, data acquisition, data storage, process redesign, and modernization of market risk infrastructure.

Qualifications

• Bachelor's degree, or equivalent work experience
• Typically more than eight years of applicable experience
• Minimum of five years of experience in financial services, market risk, trading risk, quantitative analytics, data analytics, risk reporting, model monitoring, or a related capital markets function
• Strong working knowledge of market risk concepts, including VaR, stress testing, sensitivities, P&L, risk factor movements, limit monitoring, back-testing, and data quality controls
• Advanced C#, Excel and VBA skills, including the ability to build, maintain, troubleshoot, and enhance analytical tools and automated reporting processes
• Strong SQL skills, including querying, joining, validating, reconciling, and analyzing large datasets from risk systems, databases, or reporting platforms
• Experience with Python, R, Power BI, Tableau, Alteryx, or similar analytics, visualization, or automation tools
• Ability to translate business and risk requirements into practical data solutions, reporting enhancements, and process improvements
• Strong analytical, problem-solving, documentation, and communication skills, with the ability to explain technical findings to both technical and non-technical stakeholders