Market Risk - self study?

Is it possible to get into market risk through self-study? Would I be able to network and get a job, if I study the material perfectly? Or is it absolutely necessary to have done an internship before? I just want to know if I have a viable chance?

PS: Also what exactly are the necessary material pertaining to market risk out of all the materials @Ken Abbott posted?
Depend on your diploma. But I would say a knowledge of math-finance(BS, Greeks,implied vol, skew\smile, basic knowledge of some interest rate product: Bonds, swap, cds). Of course this job require to have a good stat\time series , scientific use of python (or R) background, You will need to have some stochastic calculus background (nothing too heavy but is better to be good since it will help you to understand the pricing model of the product more easily and give you an idea about what your colleague are doing which is of course good for your future career progression). Also a flat plus will be given to you if you have already an updated idea about the FRTB and the new regulatory requirement.
good luck

Ken Abbott

Managing Director
You will not be able to learn everything by self study. A lot of what you learn in market risk is how to get the data you need, and how you put it into a form you can actually use. The math is relatively simple. The operational aspects are not. Also, risk management since the financial crisis has been completely dominated by regulatory requirements. If you don't understand them and how they're implemented, you won't really understand the calculations.