Market Risk Analyst

About the role

The Market Risk Analyst will support Doha Bank in implementing leading market‑risk practices and help enhance the measurement and mitigation of market exposures. The role involves assisting with hedging activities, regulatory risk assignments, and assessing the bank’s rating relative to market peers.

Key responsibilities

• Implement sound market‑risk practices for measuring, monitoring and controlling risks in line with industry standards, internal policies and Qatari regulator requirements.
• Assist in applying the Bank’s Market Risk Policy, setting exposure limits and translating them to individual business lines.
• Consolidate portfolio‑management data and MIS from ALM and sensitivity‑analysis functions.
• Prepare accurate market‑risk reports and distribute them to business units and senior management for corrective action.
• Formulate risk profiles that reflect true business risks and ensure compliance with policy guidelines and QCB regulations.

Required profile

• University degree in Business, Banking, Finance or related field; Master’s degree is a plus.
• 5‑8 years of experience in financial services, specifically in market‑risk roles.
• Professional certification such as PRM, FRM, CFA or ICFA is desirable.
• QF‑QF Level 3 qualification.

Required skills

• Programming in Python.
• Proficiency with Bloomberg and Treasury systems.
• Knowledge of ICAAP and ILAAP frameworks.
• Financial Mathematics / Financial Engineering, including complex derivatives and FRTB concepts.
• Value‑at‑Risk and Expected Shortfall modelling.
• Counterparty credit risk and Potential Future Exposure (PFE) analysis.
• Portfolio management and reporting.
• Liquidity Risk Management and IRRBB expertise.