Market Risk Specialist

About the role

The Market risk team at LDC is responsible for producing quantitative market risk metrics along with qualitative assessment of potential risks to the company portfolio due to changes in market conditions. You will work closely with traders, risk managers, and other stakeholders to provide analysis, report risk metrics, and develop insights into market movements.

What you'll do

• Independently run and validate daily Market Risk calculations, including VaR and key risk metrics, ensuring data integrity, model stability, and timely delivery
• Perform first-level analysis of VaR movements, identifying key drivers (price, positions
• Conduct deep-dive analysis on market exposures, linking risk movements to market fundamentals (e.g., price trends, supply/demand changes, basis movements)
• Generate and distribute daily risk reports to senior management, summarizing risk exposures, key metrics (e.g., Value at Risk (VaR), Margin Call Exposure)
• Act as a key point of contact for various stakeholders, providing timely insights, challenging assumptions where appropriate, and supporting risk-informed decision-making

What you need

• 5–9 yrs of experience
• Market risk
• Reporting
• Power BI
• Data analysis
• Performance testing
• Python
• B.Tech or B.E. or B.Sc or BCA

Good to have

• Financial analysis
• Capital markets
• Data modelling
• SAS
• HTML
• Data visualisation