Cross‑Asset Market Risk Associate – Quant Analytics

Nomura; New York (NY); On-site; USD 50,000 - 240,000; Full time

Job summary

A leading financial services firm is seeking a Market Risk Associate in New York. Ideal candidates will possess 2-4 years of experience in market risk management or quantitative analytics, with solid skills in Python and SQL. The role involves analyzing cross-asset risks, conducting stress tests, dealing with senior stakeholders, and preparing regulatory reports. This position demands strong communication skills and attention to detail, offering a dynamic work environment in finance, with a competitive salary range and full-time employment.

Qualifications

• 2 to 4 years of relevant experience in Market Risk management or quantitative analytics.
• Experience with Basel III/FRTB concepts preferred.
• Programming ability (Python, SQL) is strongly preferred.

Responsibilities

• Analyze market risk across cross asset including Rates, Equities, and FX.
• Conduct portfolio analysis and stress testing.
• Prepare reports for regulatory submissions and senior stakeholders.

Skills

Market Risk Management

Quantitative Analysis

Communication

Portfolio Analytics

Attention to Detail

Education

Undergraduate or advanced degree in Finance, Mathematics, or a related field

Tools

Python

SQL

Bloomberg

Excel VBA

Job description

A leading financial services firm is seeking a Market Risk Associate in New York. Ideal candidates will possess 2-4 years of experience in market risk management or quantitative analytics, with solid skills in Python and SQL. The role involves analyzing cross-asset risks, conducting stress tests, dealing with senior stakeholders, and preparing regulatory reports. This position demands strong communication skills and attention to detail, offering a dynamic work environment in finance, with a competitive salary range and full-time employment.