DESCRIPTION:

Duties: Quantify the risk of potential loss of value in assets and liabilities due to changes in market variables. Monitor stress testing and qualitative risk assessment of a business unit's trading portfolio. Facilitate efficient risk-return decisions. Conduct regular dialogue with the trading businesses with respect to risk appetite, risk limits and large and complex individual transactions. Identify threats and weaknesses in the risk profile of the trading business. Perform scenario analysis testing, conduct ad-hoc and regular risk analysis as well as deep dives into various risk themes and communicate findings.

QUALIFICATIONS:

Minimum education and experience required: Bachelor's degree in Finance, Statistics, Mathematics, or related field of study plus 3 (Three) years of experience in the job offered or as Market Risk, Financial Risk Analyst, Risk Operations Associate, or related occupation.

Skills Required: Requires experience in the following: Interest Rate risks such as DV01 and their impact on the duration; Credit market risks including Corporate bonds, loans, and CDX, including presenting risk analysis; Securitized Product risks including RMBS and ABS, including analyzing contributing factors, correlating market moves, and presenting risk analysis; CCAR coverage; Presenting RMBS and ABS market risk updates to senior risk managers; Assessing factors impacting a firm's VaR exposure; Assessing and signing off on Stress testing scenario assessments, including defending assessments to senior stakeholders; Writing Python code to automate risk reporting needs; Creating and automating reports with Tableau; Excel, including VBA, pivot tables, vlookup, index, match, trim, conditional formatting, iferror, and removing duplicates.

Job Location: 383 Madison Avenue, New York, NY 10179.

Full-Time. Salary: $150,000 - $150,000 per year.