Market Risk Analyst | Chennai

Role: Market Risk Analyst

Location: Perungudi, Chennai (Work from Office) – Cab facility provided

Work timing - Alternating two shifts

• Regular shift 10:00 – 19:00
• Late shift 13:00 – 22:00

About the role

We are looking for a Market Risk Analyst to join the Risk Management team, supporting reporting and analysis for Metals, Minerals, and Coal portfolios. This role involves monitoring market exposures, assessing risk, and contributing to the enhancement of risk frameworks.

Roles and responsibilities:

• Prepare and deliver daily market risk reports (VaR, stress testing, liquidity)
• Monitor portfolio exposures and ensure adherence to risk limits
• Investigate and escalate risk breaches and reporting issues
• Analyze high-risk exposures and new deals
• Maintain and improve risk tools (Python, VBA)
• Collaborate with Front Office, Finance, Compliance, and IT teams
• Support enhancements to risk methodologies and reporting processes

Requirements

• 3– 6 years of experience in Market Risk (preferably commodities/metals)
• Strong understanding of derivatives and risk metrics (VaR, stress testing, Greeks)
• Proficiency in Python, VBA, and SQL preferred
• Strong analytical, problem-solving, and communication skills
• Ability to work in a fast-paced, collaborative environment

Interested candidates can reach out to me at: pearlin.hannah@antal.com