Market Risk Manager

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

This Market Risk role will play a key part in identifying, assessing, and monitoring market risk exposures across trading portfolios. The successful candidate will leverage quantitative techniques, data analytics, and technology solutions to enhance risk measurement capabilities, support business growth, and provide independent challenge to trading activities.

Description

• Build, maintain, and enhance market risk reporting infrastructure and analytical tools.
• Automate and streamline existing risk management processes to improve efficiency and scalability.
• Develop and maintain market risk models to support effective risk measurement and decision-making.
• Partner with traders to assess the risk implications of new transactions and business initiatives.
• Monitor daily market risk exposures, including Value at Risk (VaR), stress testing results, and limit utilization.
• Analyze market events and emerging risks, providing timely insights to stakeholders.
• Design and enhance methodologies for measuring and managing market risk.
• Conduct risk assessments for new products and trading strategies, ensuring appropriate controls and governance are in place.
• Develop, maintain, and communicate market risk policies, procedures, and frameworks.
• Perform stress testing and scenario analysis to evaluate potential portfolio vulnerabilities.
• Recommend risk mitigation strategies based on quantitative analysis and market developments.
• Analyze large datasets using SQL and other analytical tools to support risk monitoring and reporting.
• Maintain and improve risk-related codebases, ensuring reliability, performance, and scalability.
• Prepare risk reports and presentations for senior management, risk committees, and key stakeholders.

MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.

Profile

• 5-7 years market risk experience
• Python, SQL
• Comfortable interfacing with traders, executives

Job Offer

• Competitive salary ranging from $130,000 to $160,000 USD plus bonus
• Great company culture, fast paced dynamic environment

This Market Risk role will play a key part in identifying, assessing, and monitoring market risk exposures across trading portfolios. The successful candidate will leverage quantitative techniques, data analytics, and technology solutions to enhance risk measurement capabilities, support business growth, and provide independent challenge to trading activities.

Client Details

Financial Services - NY Office

Description

• Build, maintain, and enhance market risk reporting infrastructure and analytical tools.
• Automate and streamline existing risk management processes to improve efficiency and scalability.
• Develop and maintain market risk models to support effective risk measurement and decision-making.
• Partner with traders to assess the risk implications of new transactions and business initiatives.
• Monitor daily market risk exposures, including Value at Risk (VaR), stress testing results, and limit utilization.
• Analyze market events and emerging risks, providing timely insights to stakeholders.
• Design and enhance methodologies for measuring and managing market risk.
• Conduct risk assessments for new products and trading strategies, ensuring appropriate controls and governance are in place.
• Develop, maintain, and communicate market risk policies, procedures, and frameworks.
• Perform stress testing and scenario analysis to evaluate potential portfolio vulnerabilities.
• Recommend risk mitigation strategies based on quantitative analysis and market developments.
• Analyze large datasets using SQL and other analytical tools to support risk monitoring and reporting.
• Maintain and improve risk-related codebases, ensuring reliability, performance, and scalability.
• Prepare risk reports and presentations for senior management, risk committees, and key stakeholders.

MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.

Profile

• 5-7 years market risk experience
• Python, SQL
• Comfortable interfacing with traders, executives

Job Offer

• Competitive salary ranging from $130,000 to $160,000 USD plus bonus
• Great company culture, fast paced dynamic environment
• Excellent benefits

Desired Skills and Experience

• 5-7 years market risk experience
• Python, SQL
• Comfortable interfacing with traders, executives

MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.