Market Risk Specialist

Reference: CFA
020905-KR-1

We are seeking a Market Risk Specialist to support financial institutions in strengthening their market risk frameworks, validating quantitative models, and ensuring compliance with regulatory requirements. This role focuses on risk management diagnostics, internal model approval processes, and advanced pricing and valuation services across asset classes.

• Risk Management Framework & Diagnostics
  • Review and benchmark trading and market risk functions.
  • Conduct gap analysis against supervisory frameworks and recommend improvements.
  • Advise on strengthening controls for risk identification, measurement, and monitoring.
• Internal Model Approval & Regulatory Compliance
  • Support institutions in gaining regulatory approval for internal Value-at-Risk (VaR) models.
  • Perform gap analysis between operating environments and regulatory requirements.
  • Independently validate VaR models and provide quality assurance during approval processes.
• Quantitative Model Solutions
  • Validate VaR and derivative pricing models to ensure accuracy and robustness.
  • Test modelling assumptions and incorporate findings into risk and pricing policies.
• Pricing & Valuation Services
  • Advise on mark-to-market and fair value appraisals across asset classes.
  • Independently value trades and portfolios using advanced pricing techniques.
  • Assist in designing IAS‑compliant hedge programs and prepare portfolios for hedge effectiveness testing.

• Strong understanding of market risk frameworks and regulatory requirements.
• Expertise in quantitative modelling including VaR and derivative pricing models.
• Proficiency in advanced pricing techniques and valuation methodologies.
• Experience with IAS‑compliant hedge programs and accounting advisory processes.

• Degree in Finance, Economics, Mathematics or related field.
• Familiarity with regulatory frameworks and internal model approval processes.

Employment Type:

Full‑Time
•

Experience:

years
• Vacancy: 1

• Cruise
• Law Enforcement
• Attorney at Law
• Business Sales
• AC Maintenance
• Architecture

Recruitment Consultant Kayla Reddy

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