Market Risk Analyst

• Salary: €1,997 gross/month.

• University degree in Economics, Mathematics, Statistics, Physics, Computer Engineering, Actuarial Sciences, or related degrees.
• High level of English.
• Knowledge of Treasury markets, financial products, and Market Risk sensitivities.
• Programming knowledge in Python.
• Analytical skills and critical thinking.
• Ability to work with rigor and attention to detail.

• Master's in Quantitative Finance, FRM certification, or equivalent training.
• Knowledge of Murex.
• Experience or knowledge of Market Risk circuits and processes.
• Programming knowledge in R.
• Ability to communicate complex analyses clearly and concisely.
• Experience collaborating with Front Office, Middle Office, Risk, Methodology, IT, and other support areas.
• Interpersonal and stakeholder management skills.
• Problem-solving ability and solution orientation.
• Proactivity and initiative.
• Effective organization and time management.
• Adaptability and continuous learning.
• Ability to work in demanding environments and with tight deadlines.
• Good judgment and autonomy in decision-making.

Market Risk Analyst (H/M/X) At Manpower, we are selecting a Market Risk Analyst (H/M/X) to join a prominent company in the financial sector in Madrid, through a temporary contract to cover paternity leave.

We are looking for a profile with knowledge of financial markets, market risks, and quantitative analysis, who wants to be part of a highly specialized team by participating in technical, methodological, and regulatory projects within an international environment.

As a Market Risk Analyst, you will monitor Market Risk metrics (IR, FX, CR, and EQ) within the Internal Risk Model environment, collaborating with various business and support areas.

Your main responsibilities will be:

• Market Risk sensitivity analysis for all asset classes.
• VaR and SVaR analysis.
• Analysis and reporting of regulatory capital associated with Market Risk.
• Evaluation and implementation of new financial products, including their incorporation into the Internal Market Risk Model.
• Analysis of the impact of new operations on limits, VaR, SVaR, and regulatory capital.
• Performing backtesting analysis and other VaR validation measures.
• Preparation and monitoring of Market Risk metric reporting.
• Participation in the implementation of methodological improvements to the Internal Risk Model.
• Preparation of weekly and monthly committees, including limit proposals.
• Monitoring of Market Risk limits and identification and reporting of excesses.
• Participation in regulatory exercises such as FRTB, QIS under FRTB-SA, and Basel 2.5 internal models.
• Collaboration in EBA Benchmarking exercises.
• Support in internal and external audits, Internal Validation processes, and regulatory reviews.

• Location: Madrid.
• Temporary contract for paternity leave coverage.
• First period expected until 07/12/2026.
• New coverage expected between April and July 2027.
• Full-time schedule of 39 hours per week.
• Schedule from Monday to Friday, with flexible entry between 08:00 and 09:00 and exit after completing the daily working day. On Fridays, there is the possibility of finishing the working day earlier.

If you are interested in developing your professional career in the field of financial risks and participating in projects with strategic and regulatory impact within a leading financial entity, this is an excellent opportunity to continue growing professionally.

You will join a specialized team where you will be able to deepen your knowledge of Market Risk analysis, collaborate with different business areas, and participate in key initiatives for risk management and control.