Senior Market Risk Analyst | Risk

Description

Job Summary: A professional to work in the Market Risk area, responsible for calculating and monitoring risk limits, developing reports, and validating models and data. Key Highlights: 1. Market Risk practice with daily analysis and monitoring 2. Development of management and regulatory reports 3. Experience with market risk metrics and regulations ### **Our Market Risk Area** An area responsible for calculating potential losses arising from adverse market movements, including stress testing, market risk limit management, estimation and control of asset benchmark pricing, and market risk limit governance. ### **Your Responsibilities as a CSixer** * Daily calculation and monitoring of management risk limits and analysis of exposures; * Development of management and regulatory reports for banking and trading portfolios; * Market risk stress testing; * Validation of risk measurement models; * Development and submission of risk maps; * Participation in understanding and implementing new products; * Validation of market data (interest rate curves, FX, prices and quotations); * Validation of risk systems; * Preparation of materials for committees. ### **Requirements and Experience** * Bachelor’s degree in Economics, Business Administration, Accounting, Engineering, Computer Science, or related fields; * Experience with market risk metrics (VaR, DV01, etc.); * Knowledge of financial derivative instrument pricing; * Experience with risk regulations (DRM, DDR, IRRBB); * Leadership and proactivity; * Advanced English proficiency; * Programming knowledge in VBA/R/Python; * Willingness to work on-site in the central region of São Paulo (Av. 9 de Julho). ### **Our Benefits** * Meal Allowance; * Food Allowance; * Health and Dental Insurance; * Childcare Assistance; * Life Insurance; * WellHub | TotalPass; * Conexa | Psicologia Viva – Free online therapy; * Carbon Academy; * C6 Carbon Card; * Carbon Spa – Beauty salon located in our office; * Carbon Care – Clinic located in our office; * Nursing Room; * Citizen Company – Extension of maternity and paternity leave periods; * Bicycle Parking; * Changing Room; * Corporate Shuttle; * Social Space – Video games, billiards table, playball, barbecue grill, draft beer tap, snack bar, various rest areas, hammocks, basketball hoop, and collaborative organic garden. **C6 BANK** ----------- ### **FOR AN EXTRAORDINARY LIFE** We serve individuals, Micro Entrepreneurs (MEIs), and Small and Medium Enterprises (SMEs) across all Brazilian states. Without physical branches, we offer over 90 financial products and services tailored to all customer profiles. We are headquartered in São Paulo/SP and have over 3,000 CSixers working at full speed. In just over five years, we have won numerous awards and recognitions. At C6 Bank, we believe diversity drives innovation and strengthens our workplace. Therefore, we foster an inclusive culture that values equity and ensures opportunities for everyone, regardless of race, color, age, religion, disability, nationality, marital status, sexual orientation, gender identity or expression. Here, everyone is welcome to be themselves. Watch more details in the video below: