Overview
Market Risk Analyst Jobs in UAE at Venture Search
Role Overview
The successful candidate will be responsible for monitoring and analysing market price exposure across the trading portfolio, ensuring risks are accurately measured, reported, and managed within approved limits. The position combines quantitative analysis, risk modelling, valuation oversight, and close collaboration with trading, treasury, finance, and product control teams.
Key Responsibilities:
Maintain and enhance the market risk framework, ensuring trading exposures are accurately measured, monitored, and reported against approved limits.
Manage and develop VaR models, including calculation, reporting, validation, and back-testing.
Conduct stress testing and scenario analysis to assess portfolio risk and support management decision-making.
Partner with Product Control and Front Office teams on valuation methodologies, market data selection, and forward curve construction.
Support the onboarding of new products, markets, and trading instruments from a risk management perspective.
Assist with liquidity risk monitoring, margin-at-risk analysis, and treasury-related risk activities.
Assess counterparty credit exposures through stress testing and forward-looking risk analysis.
Support the implementation and maintenance of Independent Price Verification (IPV) processes for market data and valuations.
Title: Market Risk Analyst
Company: Venture Search
Location: UAE
