Market Risk Analyst

il y a 2 semaines


Paris, Île-de-France Meritis Temps plein

Meritis is seeking a highly motivated and experienced Market Risk Analyst to join our growing team. In this role, you will play a crucial part in ensuring the financial stability of our organization by analyzing and managing market and counterparty risks.

As a Market Risk Analyst, your primary responsibilities will include:

  • Calculating and analyzing daily market and counterparty risk metrics such as Value at Risk (VaR), Stress Value at Risk (SVaR), and Sensitivity to Trading Positions (STT).
  • Developing and refining tools for validating risk measurements, ensuring accuracy and reliability.
  • Designing and implementing stress tests to assess the resilience of our portfolio under adverse market conditions.
  • Contributing to projects aimed at optimizing processes, enhancing system security, and evolving our risk management framework in line with regulatory requirements and economic trends.
  • Generating comprehensive reports on a Group level, providing insights into market risks and potential vulnerabilities.

Requirements:

  • Proven experience in the field of market and counterparty risk management within a financial institution.
  • Strong analytical skills with a demonstrated ability to calculate risk indicators accurately and efficiently.
  • Expertise in preparing regular reports for senior management, front-office teams, or risk management departments.
  • Proficiency in VBA programming language.

Meritis offers a dynamic and rewarding work environment with opportunities for professional growth. We are committed to providing our employees with tailored career paths, personalized support, and a learning-focused culture. Our company fosters a friendly atmosphere with various social events and initiatives that promote diversity and inclusion. We also prioritize Corporate Social Responsibility and encourage continuous learning through certifications, e-learning programs, and knowledge sharing among experts.



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