Market Risk Analyst

Summary

Join Keyrock, a leading change-maker in the digital asset space, as a Market Risk Analyst. Reporting to the Head of Risk, you will support the implementation of the global risk management strategy, strengthen risk culture, and continuously improve risk management processes. You will monitor market and liquidity risk across trading units, assess counterparty credit risk, and ensure adherence to risk control processes. The role involves collaborating with various teams, compiling reports, and communicating risk findings to stakeholders. Keyrock offers a competitive salary, flexible working hours, remote work opportunities, and a collaborative work environment.

Requirements

• 3-5 years of experience in market risk management or a similar risk related role with transferable skills
• Knowledge and understanding of financial products including spot and derivative instruments and their risk/reward tradeoffs
• Strong understanding of market risk measures, metrics, concepts, and methodologies: VaR, CVaR (ES), stress testing, option greeks
• Knowledge and experience of some (or all) of the following service lines; market making, OTC trading, proprietary trading
• Practical and commercial approach to problem solving combined with a control mindset
• Ability to present and communicate (written and verbally) complex information and concepts to internal stakeholders and senior management
• Desire and ability to collaborate effectively with other teams and departments and levels of seniority

Responsibilities

• Support the Head of Risk in implementing the global risk management strategy for the organization
• Help strengthen the company’s risk culture by promoting risk management best practices
• Adopt a model of continuous improvement to allow the organization to refine risk management processes, enhance controls, and embrace new methods and technologies to stay ahead of potential risks
• Horizon scan to increase awareness of the potential risks affecting the business
• Continually drive for enhanced efficiency and client service (internal and external) for all Risk processes
• Support and motivate junior members of the Risk team to maximize effectiveness
• Compile reports, summaries, and presentations to communicate risk findings to internal stakeholders and escalate to senior management significant risk exposures and risk limit utilization
• Work closely with key stakeholders to understand the business requirements for projects and develop effective working relationships during project implementation

Preferred Qualifications

• Strong programming skills in PYTHON, R, SQL
• Experience of analyzing credit data and company financial statements
• Understanding of exchanges, clearing houses, initial & variation margin

Benefits

• A competitive salary package, with various benefits depending on the method of engagement (employee or Contractor)
• Autonomy in your time management thanks to flexible working hours and the opportunity to work remotely
• The freedom to create your own entrepreneurial experience by being part of a team of people in search of excellence