What are the responsibilities and job description for the Market Risk Analyst position at Insight Global?
We are seeking a professional to support data governance efforts for historical market data used in calculating key risk metrics such as VaR and SVaR. This role involves working with risk methodology, business units, and technology teams to enhance risk management capabilities, maintain data integrity, and assist in model implementation, testing, and validation. The ideal candidate will have experience with market risk, data infrastructure, and regulatory requirements, along with exposure to large-scale data environments and risk processes.
Key Responsibilities:
- Support data governance for market risk data, ensuring completeness, accuracy, and consistency across asset classes.
- Assist in the design, testing, and rollout of VaR/S-VaR risk models.
- Partner with risk methodology, business units, and technology teams to improve risk systems and data flows.
- Contribute to the management of historical market risk time series, including defining data sources and validation frameworks.
- Monitor and help remediate data issues impacting risk measurement and reporting.
- Provide input and analysis on risk reports, including regulatory disclosures.
- Collaborate with model developers and risk analysts to support data integrity and model accuracy.
Must Haves:
- 2 years experience in market risk or data management at a bank
- understanding of VaR or Time Series
- Quantitative background
- Python experience
- SQL experience
- Any type of Trade or Product experience
Plusses:
- Masters Degree
Salary : $60 - $85