Market Risk Analyst

JOB PURPOSE

Support the monitoring and management of market, liquidity and counterparty credit risks across commodities and FX markets. Perform portfolio analysis, stress testing, risk simulations and pre-trade assessments, including OTC derivatives, exotic options and structured products.

Contribute to the continuous improvement of risk methodologies, controls, reporting and automation, supporting new products, regulatory requirements and cross-functional risk initiatives.

KEY ACTIVITIES

Prepare and analyze risk reports for Senior Management, covering market, liquidity and counterparty credit risk exposures;

Monitor risk exposures, limits and key metrics, including sensitivities, Greeks, VaR and stress testing;

Perform risk analysis and simulations for OTC derivatives, exotic options and structured products, supporting new trades and portfolio decisions;

Monitor liquidity and counterparty credit risk, identifying concentrations, breaches and potential mitigation actions;

Develop and enhance stress testing methodologies, risk controls and analytical frameworks;

Drive continuous improvement and automation of Risk processes, leveraging

Python, AI and data analytics to enhance reporting, controls and decision-making, while supporting new products, regulatory requirements and strategic Risk projects.

QUALIFICATIONS

Bachelor’s degree or equivalent, preferably in Economics, Finance, Business, Engineering, Mathematics, Statistics, Computer Science or other quantitative fields.

Previous experience or strong interest in financial markets, commodities, derivatives

and risk management;

Experience in a financial institution, trading environment or risk-related role is a plus.

KNOWLEDGE

Understanding of financial products and derivatives, including commodities, FX, OTC derivatives and structured products.

Knowledge of market risk concepts and methodologies, including sensitivities, Greeks, VaR and stress testing.

Python and/or SQL skills for data analysis, risk analytics and process automation.

Familiarity with exotic options and complex financial products is a plus.

Familiarity with AI tools applied to analytics, automation and productivity is a plus.

LANGUAGE

English (Essential)

LOCATION

Vila Olimpia - São Paulo, SP | Hybrid work model, with two days per week at the office.

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