Market Risk: Stress Testing & Scenario Design Lead

Jobtailor; Connecticut; On-site; USD 120,000 - 210,000; Full time

Job summary

Jobtailor is seeking a senior Market Risk Stress Testing expert in Connecticut to help strengthen our regulatory framework and analytical capabilities. You will design and govern GMS and CCST scenarios, calibrate market shock methods, and translate market developments into actionable risk assessments across asset classes.

The role requires deep quantitative skills, collaboration with risk, trading, finance teams, and regular communication with regulators and senior stakeholders.

Qualifications

• Strong quantitative and analytical capabilities.
• Deep understanding of global financial markets and risk-factor relationships.
• Ability to communicate data-driven conclusions to senior stakeholders.
• Master's degree or PhD in Finance, Economics, Financial Engineering, Mathematics, Statistics, Physics, or related quantitative discipline.
• 5+ years of experience in market risk, stress testing, or related disciplines.
• Expertise in designing and reviewing regulatory stress-testing frameworks (GMS, CCST, CCAR).

Responsibilities

• Contribute to the firm's regulatory stress-testing framework.
• Design, govern, and evolve GMS and CCST scenarios across asset classes.
• Develop and calibrate market shock methodologies across thousands of risk factors.
• Translate market developments into stress scenarios and loss assessments.
• Develop tools, models, dashboards, and visualization solutions.
• Present methodologies and results to senior management, risk committees, auditors, and regulators.
• Collaborate with Market Risk, Trading, Treasury, and Model Risk Management.
• Support regulatory examinations and internal governance reviews.

Skills

Python

Market risk

Stress testing

Scenario design

Regulatory frameworks

Communication with stakeholders

Education

Master's degree or PhD in Finance, Economics, Financial Engineering, Mathematics, Statistics, Physics, or a related quantitative discipline

Tools

Dashboards

Visualization Solutions

Job description

Jobtailor is seeking a senior Market Risk Stress Testing expert in Connecticut to help strengthen our regulatory framework and analytical capabilities. You will design and govern GMS and CCST scenarios, calibrate market shock methods, and translate market developments into actionable risk assessments across asset classes.

The role requires deep quantitative skills, collaboration with risk, trading, finance teams, and regular communication with regulators and senior stakeholders.