<p><b>What role you will play in team:</b> You will be a vital member of our market risk team, responsible for identifying, assessing, and mitigating market risks across our trading portfolios. Your work will directly contribute to the financial stability of the bank.</p><p><b>What you will do:</b>  You will use quantitative methods to measure and model market risks, develop and implement risk mitigation strategies, and prepare reports for senior management.</p><p><b>Key responsibility:</b><ul><li>Measure and model market risks using quantitative methods (VaR, Expected Shortfall).</li><li>Develop and implement risk mitigation strategies.</li><li>Monitor market risk exposures and identify potential risks.</li><li>Prepare reports and presentations for senior management.</li><li>Collaborate with traders and portfolio managers to manage risk effectively.</li><li>Stay updated on market trends and regulatory changes.</li><li>Develop and maintain risk management models and procedures.</li><li>Ensure adherence to regulatory and internal requirements.</li></ul></p><p><b>Required Qualification and Skills:</b><ul><li>Master's degree in finance, mathematics, or a related quantitative field.</li><li>2-4 years of experience in market risk management (preferred).</li><li>Strong quantitative skills and proficiency in statistical modeling.</li><li>Experience with market risk management models (VaR, Expected Shortfall).</li><li>Knowledge of financial instruments and markets.</li><li>Excellent communication and presentation skills.</li><li>Proficiency in programming languages (e.g., Python, R).</li></ul></p><p><b>Benefits Included:</b><ul><li>Competitive salary and comprehensive benefits package.</li><li>Opportunities for professional development and career advancement.</li><li>Exposure to complex financial markets and risk management techniques.</li><li>Collaborative and challenging work environment.</li></ul></p><p><b>A Day in the Life:</b>  A typical day might involve developing and calibrating market risk models, monitoring market risk exposures, preparing reports for senior management, and collaborating with traders and portfolio managers.</p>