Market Risk Lead: Data-Driven, Trader-Partnered

Michael Page; Amsterdam; On-site; EUR 116,000 - 143,000; Full time

Benefits offered by this job

Excellent benefits

Great culture

Fast-paced environment

Job summary

MPI in New York is seeking a Market Risk professional to identify, assess, and monitor exposures across trading portfolios. You will leverage quantitative techniques, data analytics, and technology solutions to enhance risk measurement, support growth, and provide independent challenge to trading activities.

The role requires 5-7 years of market risk experience with Python and SQL, and comfort interfacing with traders and executives in a fast-paced environment.

Qualifications

• 5-7 years market risk experience
• Strong Python and SQL skills
• Ability to interface with traders and executives
• Experience with risk reporting and VaR is a plus

Responsibilities

• Build and maintain market risk reporting infrastructure and tools
• Automate risk management processes for efficiency
• Develop and maintain market risk models for decision-making
• Collaborate with traders to assess risk implications of new transactions
• Monitor daily market risk exposures (VaR, stress tests, limits)
• Analyze market events and emerging risks for timely insights
• Design methodologies for measuring and managing market risk
• Perform stress testing and scenario analysis on portfolios
• Communicate risk policies and frameworks to stakeholders
• Prepare risk reports for senior management and risk committees

Skills

5-7 years market risk experience

Python

SQL

Comfortable interfacing with traders,

Job description

MPI in New York is seeking a Market Risk professional to identify, assess, and monitor exposures across trading portfolios. You will leverage quantitative techniques, data analytics, and technology solutions to enhance risk measurement, support growth, and provide independent challenge to trading activities.

The role requires 5-7 years of market risk experience with Python and SQL, and comfort interfacing with traders and executives in a fast-paced environment.