Market Risk Analyst: VaR, Stress Testing & Fixed Income

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

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.