Market Risk Analyst

Job description

Market Risk Analyst Country: Norway: About the Role: Are you passionate about financial markets and risk management? As a Market Risk Analyst, you’ll play a key role in shaping how we manage and optimize our exposure to market risks. Based in Lysaker (Oslo), you’ll collaborate closely with Treasury, Capital Markets, Capital Management, Financial Control, and our headquarters in Madrid. You’ll join a dedicated team at the forefront of liquidity, interest rate, currency, and counterparty risk management — as well as the valuation of financial instruments — ensuring the bank remains resilient in a constantly evolving market landscape. Main Tasks and Responsibilities: Daily Risk Monitoring & Exposure Analysis: Conduct daily monitoring and reporting of the bank’s market risk exposure. Perform derivatives simulations for margin handling and counterparty credit risk management. Ensure timely and accurate escalation of relevant risk developments. Risk Measurement & Advanced Modelling: Identify, measure, and monitor risks using advanced models such as IRRBB / ALM, FX VaR, SIMM, and XVA. Perform in-depth parameter analysis to ensure robustness and reliability of models. Deliver comprehensive...