Market Risk Analyst

We are looking for a
Market Risk Analyst
to join a leading global financial institution's Risk Systems division in Lisbon. This is not just a reporting role—it is a mission-critical position where financial engineering meets industrial-scale technology. You will sit at the heart of risk control, ensuring the integrity of capital market activities across the globe.

The Tech & Risk Stack:

• Metrics:
  VaR (Value at Risk), Expected Shortfall, Stress Testing, Greeks/Sensitivities, CVA, and Reserves.
• Asset Classes:
  Heavy focus on Equity Derivatives and Commodities.
• Systems:
  SQL (Database Management), Risk Modeling Engines (SIGMA), and industrial-scale risk calculation platforms.
• Data:
  Expertise in explaining P&L explain/attribution and risk factor movements.

What You'll Do:

• Control the Engine:
  Produce and validate daily risk indicators (VaR, Sensitivities, Counterparty Exposure) ensuring they ...