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Monday, March 4, 2024

Market Risk Analyst (PASHA Bank)



Market risk analysts perform research to determine the probability of asset loss or reward from investments in their particular industry. Tasks may include:

• Conducting statistical analyses;
• Developing risk management systems;
• Consulting with securities traders;
• Reporting and presenting research results.


• Document, and ensure communication of, key risks;
• Maintain input or data quality of risk management systems;
• Gather risk-related data from internal or external resources;
• Recommend ways to control or reduce risk;
• Devise systems and processes to monitor validity of risk modeling outputs;
• Devise, implement, update, evaluate and back test quantitative models for asset allocation and risk management purposes;
• Identify and analyze areas of potential risk to the assets, earning capacity, or success of organizations;
• Develop or implement risk-assessment models or methodologies;
• Produce reports or presentations that outline findings, explain risk positions, or recommend changes;
• Plan, and contribute to development of, risk management systems;
• Track, measure, or report on aspects of market risk;
• Conduct statistical analyses to quantify risk using statistical analysis software or econometric models;
• Devise scenario analyses reflecting possible severe market events;
• Carry out sensitivity and stress tests to analyze and report on impact of severe but plausible market conditions on the organization;
• Develop contingency plans to deal with emergencies;
• Identify and communicate risks associated with specific strategies or positions;
• Analyze new legislation and market factors to determine impact on risk exposures;
• Consult financial literature to ensure use of the latest models or statistical techniques;
• Determine potential impacts of new products or processes on long-term growth and profitability.


• Bachelor’s Degree in Business Administration or equivalent combination of training and experience required;
• Knowledge of financial products, financial markets;
• Strong analytical skills;
• Basic understanding of market risk methodologies and other risk measures;
• Strong spreadsheet and database skills would be desirable;
• Proficiency in MS Excel and MS Access.


• Good written and verbal communication skills, in particular report writing and delivery, – English language skills are considered essential.
• Independent;
• Quick-learner;
• Ability to carry out tasks, conduct research, and prepare reports independently.

Candidates are requested to send their Application Forms/CVs to [email protected] until July 9, 2015. Please indicate the name of the position (Market Risk Analyst) you are applying for in the subject line of the email.

Otherwise the candidacy will not be considered in the review process of the applications collected.
Please be advised that only shortlisted candidates will be invited to the further stages of the recruitment process.

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