Our client is a Sovereign Wealth fund, who is looking for a market risk associate to join their team. Market Risk is responsible for supporting the measurement, monitoring, and interpretation of market‑risk exposures across our Fund's multi‑asset portfolios. The position collaborates closely with investment teams, senior risk colleagues, and analytics support teams.
Responsibilities Market Risk Measurement & Monitoring - Conduct periodic market‑risk analytics using MSCI BarraOne / RiskManager.
- Analyse VaR, sensitivities (DV01, CS01, Greeks), volatility indicators, stress tests, and scenario results.
- Monitor risk‑factor exposures and identify emerging risks or concentrations.
- Provide clear interpretation of analytical outputs for investment discussions.
- Flag unusual patterns, vulnerabilities, and areas requiring senior‑level review.
Scenario Analysis & Stress Testing - Run and refine market‑risk scenarios covering macro, geopolitical, and liquidity themes.
- Adapt MSCI scenarios and participate in developing Fund‑specific stress tests.
- Support reverse stress‑testing to highlight potential vulnerabilities.
- Summarise scenario outcomes and communicate key implications for portfolios.
Risk Systems & Analytical Tools (Support and Coordination) - Work with analytics and data teams to maintain reliable inputs into MSCI BarraOne / RiskManager.
- Support improvements in model documentation, factor mappings, and data quality.
- Troubleshoot data or system issues in collaboration with quantitative and data-engineering teams.
- Contribute to reporting enhancements and dashboard optimisation.
Cross ‑Team Collaboration - Partner with investment teams to explain risk dynamics and driver attribution.
- Ensure alignment between risk analytics, performance, valuation, and portfolio‑construction teams.
- Communicate market‑risk insights using clear and practical language.
- Contribute to risk governance materials and follow‑up actions where needed.
CANDIDATE QUALIFICATIONS AND REQUIREMENTS
Qualifications & Experience - Bachelors degree required; Masters degree preferred (Finance, Economics, Engineering, Applied Mathematics, Statistics, or related analytical fields).
- 7–12 years of experience in market‑risk or investment‑risk roles within institutional environments.
- Familiarity with MSCI BarraOne / RiskManager is beneficial