Market Risk Analyst

About the Role

We are looking for a highly analytical and driven Market Risk Analyst to join our growing Risk team. As we expand our product suite into high-leverage and complex instruments we need a specialist who can ensure our growth is sustainable and our exposures are rigorously managed.

In this role, you won't just be "watching the screens." While your primary focus is Market Risk, you will be a member of a team building a world-class Enterprise Risk Management (ERM) function. You will bridge the gap between deep quantitative trading risks and the broader strategic risk landscape, providing generalist support across operational, liquidity, and credit risk domains.

What You’ll Be Doing

• Market Risk Management: Design, implement, and monitor risk limits for new products. Perform daily monitoring of Value-at-Risk (VaR), stress testing, and sensitivity analysis.
• Margin Architecture: Collaborate with Engineering and Product teams to refine and stress-test our Margin engine, ensuring margin requirements accurately reflect cross-product offsets and tail risks.
• ERM Framework Development: Assist in the design and roll-out of the Enterprise Risk Management framework. This includes defining Risk Appetite Statements (RAS), maintaining the Risk Register, and developing Key Risk Indicators (KRIs) that span across the organization.
• New Product Approval (NPA): Act as the risk lead for the launch of new products, identifying unique risks associated with event-based binary outcomes and liquidity fragmentation.
• Stress Testing & Scenario Analysis: Develop forward-looking scenarios (including "black swan" events) to assess the impact of market volatility on the firm’s capital and liquidity positions.
• Cross-Functional Support: Support the wider Risk team in Operational Risk assessments, internal audits, and regulatory reporting requirements.
• Automation & Reporting: