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Selby Jennings is seeking a Senior Risk Data Modeler for its Global Markets Risk Technology team in Jersey City, NJ. The role focuses on designing, developing, and implementing enterprise data models to support strategic risk programs such as SRPL and FRTB.
You will collaborate with technology and business teams to translate complex risk data requirements into scalable data solutions, lead data governance efforts, and mentor junior staff across a global environment.
A leading American Investment Bank is seeking to hire a Senior Risk Data Modeler within its Global Markets Risk Technology team. This individual will support strategic and regulatory initiatives across the organization and play a key role in the design, development, and implementation of enterprise data models supporting critical programs including Strategic Risk & PnL (SRPL), Fundamental Review of the Trading Book (FRTB), and other market risk data initiatives. The position offers significant exposure to business stakeholders, application development teams, database platform teams, and risk technology leadership across a complex global environment.
The team is responsible for the architecture, governance, and management of risk data platforms supporting both Global Market Risk Technology and Counterparty Credit Risk Technology. This includes data modeling, data lineage, data dictionaries, authoritative source management, database architecture, performance engineering, and the design of scalable data solutions supporting regulatory and strategic risk programs. The successful candidate will partner closely with technology and business teams to ensure that complex risk data requirements are accurately represented within enterprise data models and platforms.
This opportunity is ideal for a senior data professional with deep expertise in data modeling, data architecture, and data engineering within financial services. Candidates should possess strong database and data governance knowledge, experience working with large-scale distributed data environments, and the ability to translate complex business requirements into scalable data solutions. Prior experience supporting market risk, counterparty credit risk, regulatory reporting, FRTB, or other risk management initiatives is highly desirable.