Market Risk Associate: VaR, Derivatives & Analytics

BBVA; New York (NY); On-site; USD 105,000 - 125,000; Full time

Benefits offered by this job

Generous employee benefits package

Discretionary bonus

Job summary

A major financial institution is seeking a Market Risk Associate in New York to analyze market and credit risk exposures and generate comprehensive reports. Candidates should possess a Bachelor's degree and understanding of derivatives markets, as well as experience using analytical tools like Excel and SQL. The role involves daily reporting, model validation, and working on new projects across departments. The expected salary range is $105,000 to $125,000 plus a generous benefits package and discretionary bonus.

Qualifications

• Knowledge of market risk measures (Value-at-Risk, sensitivities) is necessary.
• Familiar with derivatives markets (interest rates, FX) and pricing methodologies.
• Ability to use Microsoft Office tools, especially in Excel with VBA.

Responsibilities

• Analyze positions for market and credit risk exposure.
• Monitor pricing of positions and ensure quality and consistency.
• Generate Daily VaR and credit exposure reports.

Skills

Analytical skills

Communication skills

Interpersonal skills

Organizational skills

Quantitative skills

Education

Bachelor’s degree

Master’s degree (preferred)

Tools

Microsoft Excel

SQL

C#

Python

Job description

A major financial institution is seeking a Market Risk Associate in New York to analyze market and credit risk exposures and generate comprehensive reports. Candidates should possess a Bachelor's degree and understanding of derivatives markets, as well as experience using analytical tools like Excel and SQL. The role involves daily reporting, model validation, and working on new projects across departments. The expected salary range is $105,000 to $125,000 plus a generous benefits package and discretionary bonus.