Market Risk Analyst Specialist

1 week ago


London, Greater London, United Kingdom NCAA (National Collegiate Athletic Association) Full time
About the Role

The National Collegiate Athletic Association (NCAA) is seeking a skilled Market Risk Analyst to join our team. As a key member of our risk management group, you will play a crucial role in identifying and mitigating market risks that could impact our organization's financial performance.

Key Responsibilities:

  • Evaluate and analyze market risk measures, including Value at Risk (VaR), greeks, and stress tests.
  • Collaborate with risk engineering colleagues to develop new risk measures and improve existing ones.
  • Identify emerging risks, such as basis risks and crowded trades, and provide recommendations for mitigation.
  • Set limits and thresholds for market risk exposure.
  • Communicate complex risk information to senior management and stakeholders.

Requirements:

  • 3-5 years of experience in market risk management or a related field.
  • Bachelor's degree in Finance, Mathematics, or a related quantitative/analytical discipline.
  • Strong understanding of financial products, risk/reward tradeoffs, and market risk measures.
  • Proficiency in Excel, Bloomberg, and Refinitiv Eikon.
  • Ability to code and analyze data.

Salary Range: $120,000 - $180,000 per annum, depending on experience and qualifications.



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