Market Risk Analyst (Broker-Dealer)

Northbound Executive Search; New York (NY); On-site; USD 120,000 - 185,000; Full time

Job summary

Northbound Executive Search is seeking a Market Risk Analyst for a leading International Broker-Dealer in New York, NY. The role reports to the Managing Director of Market Risk and focuses on quantitative risk analysis, VaR, stress testing, and ad-hoc projects.

Experience with Fixed Income and Mortgage-Backed Securities is a big plus. Candidates should hold a Bachelor's degree, be proficient in Excel (VBA) and SQL, and communicate effectively with Front Office and senior management.

Qualifications

• Bachelor’s degree or higher in a relevant field.
• Strong Excel skills including VBA.
• Experience with SQL is a big plus.
• Experience with PolyPaths is preferred.
• Clear communication with Front Office and senior management.
• Ability to work in a dynamic, multi-person environment and independently.

Responsibilities

• Calculating VaR, RWA and IRC.
• Conducting stress testing and analyzing results.
• Reviewing risk reports for accuracy using PolyPaths.
• Providing analytical support to senior management and Front Office.
• Undertaking ad-hoc reporting/analysis as needed by MD or Front Office.

Skills

Excel

VBA

SQL

PolyPaths

Communication

Teamwork

Independent work

Education

Bachelor's degree

Tools

PolyPaths

Job description

A leading International Broker-Dealer, located in New York, NY, is seeking a Market Risk Analyst to join their growing team. This is a great opportunity to join a dynamic group and work closely with senior management, as this individual will be reporting directly into the Managing Director of Market Risk. Responsibilities will include, but are not limited to, conducting quantitative risk analysis, Value at Risk (VaR), stress testing, and other ad-hoc projects as needed. Previous experience working with Fixed Income and Mortgage Backed Securities is a big plus!

Job Responsibilities:

• Calcula t ing VaR (Value at Risk), Risk Weighted Assets (RWA) and Incremental Risk Change (IRC)
• Conducting stress testing and providing analysis on results
• Reviewing reports for accuracy, utilizing the risk management system, PolyPaths
• Providing analytical/quantitative support to senior management and Front Office
• Any ad-hoc reporting/analysis as needed by the Managing Director or Front Office team

Job Requirements:

• Educated to Bachelor’s Degree or higher
• Advanced Microsoft Excel skills, including, Visual Basics Application (VBA)
• Experience with Structured Query Language (SQL) is a big plus
• Experience with PolyPaths is preferred!
• Strong communication skills are needed, as this individual will be interacting with Front Office and senior management
• Ability to work in a dynamic environment, with multiple team members, but also an ability to work independently as needed
• Broad financial products background, including Fixed Income and Mortgage Back Securities

Compensation:

• $120,000 – $185,000

Job ID:

8019