Senior Market Risk Analyst

Why Eurobank?

Are you enthusiastic about having a positive impact and working with a great team?

Join us at Eurobank where Prosperity needs Pioneers! You will belong in a banking community that drives innovation, exceeds customers’ expectations, commits to sustainable practices, and combines global insights with local expertise to deliver exceptional value to all our stakeholders. Take advantage of multiple learning & development opportunities, flexible work arrangements, and a workplace where you will feel valued and respected!

But hold on! We’re looking for more than just a great CV: We’re looking for your unique personality.

Apply today and be part of a team as unique as you!

Position Overview

We are seeking a Senior Market Risk Analyst to support the measurement, monitoring and reporting of Market Risk across the Group. The role involves detailed quantitative analysis, P/L and risk exposure monitoring and interaction with multiple stakeholders. It is suited to a candidate who enjoys analytical work, understands market dynamics, and can communicate clear insights to decision-makers.

Your key responsibilities will be:

• Oversee daily operations of pricing and risk measurement tools, ensuring accurate input data, validating valuation outputs, and maintaining consistency of model usage across portfolios.
• Support enhancements to risk systems, data processes and reporting frameworks, working closely with IT and model development teams. Contribute to upgrades in valuation methodologies, market data feeds, and scenario frameworks.
• Analyze, measure and monitor market risk exposures across trading and investment portfolios. Calculate and interpret key risk metrics such as Value-at-Risk (VaR), sensitivities (DV01, CS01, Vega), and stress/scenario results.
• Perform P/L analysis and attribution, explaining daily, weekly or monthly movements in portfolio values and identifying key market drivers. Track market data and volatility trends (rates, FX, equities, credit spreads, commodities) to assess potential impacts.

• Develop and maintain risk dashboards and automated reports, ensuring timely and accurate delivery of internal and regulatory risk reports. Prepare concise market risk briefings for senior stakeholders.
• Identify emerging or concentration risks, escalate when exposures approach or breach limits, and present analytical findings to senior management and committees.
• Collaborate with Treasury, Front Office, Accounting, and Subsidiaries to ensure transparency and consistent application of risk methodologies across the organization.

You will be a great candidate if you:

• Hold a quantitative degree in Finance, Risk Management, Financial Engineering, Mathematics, Physics, Engineering, or a related field; FRM/CFA certification or postgraduate studies are considered a strong plus.
• Bring 3+ years of experience in market risk, middle office, valuation, or quantitative risk analytics.
• Demonstrate strong quantitative skills, solid understanding of financial products, and the ability to interpret complex datasets.
• Possess programming or data analysis expertise (Python, R, SQL, VBA); these skills will be highly valued.
• Have experience with risk management tools and front-office systems (preferred).
• Exhibit full professional proficiency in English.
• Show strong interpersonal and communication skills, a collaborative mindset, agility, and a proactive, can-do attitude.
• Display attention to detail, organizational skills, and comfort working in a dynamic, fast-paced environment.

What we offer you:

• Competitive remuneration. 
• Hybrid work: work-life balance through remote and in-office work.    
• Learning & Development: 
• Access Unlimited Udemy Courses, international training methodologies 
• Upskilling, Professional development and career guidance from successful executives.    
• Identification and Utilization of Talent Pool through a structured Talent Management process.    
• Wellbeing: 
• Premium Health & Life insurance for you, your partner and/or your family and mental health support.  
• Pension plan to support your plans and future financial expectations.   
• Team building & wellbeing activities.   
• Potential Extra days of annual leave (Winter Bonus).     
• Engage in volunteering activities through our TeamUp program. 
• Extra Benefits:
• Exclusive discounts at partner stores.   
• Staff pricing for banking products.   
• Nursery and summer camp allowance for your little ones.   

Join us!

If you think you are the right fit for this role, we'd like to hear from you!

Apply by 10/12/2025

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At Eurobank we are committed to providing equal employment opportunities and prohibit all forms of discrimination. All applicants will be treated fairly and with the utmost confidentiality.