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Market Risk Analytics Specialist
1 week ago
The Market Risk Analytics Specialist reports to the Head of the Market Risk Analytics Group. The role's two primary functions are
(1) to develop and maintain VaR/SVaR model and other capital-related market risk models/tools, and
(2) to oversee the processes of capital-related model development, model performance monitoring, model validation, model audit, and regulatory model reviews.
Role Objectives
- Research on the conceptual soundness of the capital-related market risk models, including VaR/SVaR and FRTB
- Scenario simulation choices (e.g. parametric, historical, Monte-Carlo)
- PnL generation choices (e.g. sensitivity-based, partial-reval, full-reval)
- Historical data filling/proxy
- RNiV analysis
- Maintain the firm’s market risk models and enhance them if needed to bring them to the best industry practice
- Design the ongoing performance monitoring procedures to effectively monitor the market risk models’ limitations, including but not limited to the following
- Various benchmarking approaches
- Stress period selection/calibration
- RNiV quantification
- PnL attribution
- Historical data quality
- Oversee capital-related model development, model performance monitoring, model validation, model audit, and regulatory model reviews
- Ensure the model implementation is accurate
- Control the quality of model testing/monitoring reports
- Remediate the identified model issues by internal/external parties
- Prepare materials/evidence to support model audit and regulatory model reviews
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Market Risk Analytics Specialist
4 days ago
New York, United States Smart IT Frame Full timeThe Market Risk Analytics Specialist reports to the Head of the Market Risk Analytics Group. The role's two primary functions are (1) to develop and maintain VaR/SVaR model and other capital-related market risk models/tools, and (2) to oversee the processes of capital-related model development, model performance monitoring, model validation, model audit, and...
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Market Risk Analytics Specialist
7 days ago
New York, New York, United States Smart IT Frame LLC Full timeThe Market Risk Analytics Specialist reports to the Head of the Market Risk Analytics Group. The role's two primary functions are (1) to develop and maintain VaR/SVaR model and other capital-related market risk models/tools, and (2) to oversee the processes of capital-related model development, model performance monitoring, model validation, model audit, and...
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Market Risk Analytics Specialist
2 months ago
New York, United States SMBC Group Full timeThe anticipated salary range for this role is between $188,000.00 and $209,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual...
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Market Risk Analytics Specialist
3 weeks ago
New York, United States SMBC Group Full timeThe anticipated salary range for this role is between $188,000.00 and $209,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual...
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Market Risk Analytics Specialist
2 months ago
New York, United States Sumitomo Mitsui Banking Corporation Full timeSMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group,...
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Market Risk Analytics Specialist
2 weeks ago
New York, United States Sumitomo Mitsui Banking Corporation Full timeSMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group,...
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Market Risk Analytics Lead
4 weeks ago
New York, United States Mizuho Americas Services, LLC Full timeQuantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at-risk, stress, and capital models. Candidate will join the Risk Analytics group that partakes in model dev Risk, Analytics, Lead, Analytics Specialist, Accounting, Skills
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Market Risk Analytics Lead
7 days ago
New York, New York, United States Mizuho Americas Services, LLC Full timeQuantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at-risk, stress, and capital models. Candidate will join the Risk Analytics group that partakes in model dev Risk, Analytics, Lead, Analytics Specialist, Accounting, Skills
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Risk Analytics Specialist
3 weeks ago
New York, United States Treliant Full timeOverview We are currently looking for a Risk Analytics Specialist who will be responsible for developing methodologies and managing analytics for risk models including value-at-risk, stress, and capital models. Who are we? Treliant is a global consulting firm serving banks, mortgage originators and servicers, FinTechs, and other companies providing...
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Liquidity and Market Risk Specialist
1 week ago
New York, United States Federal Reserve Bank of New York Full timeCompany Federal Reserve Bank of New York Working at the Federal Reserve Bank of New York positions you at the center of the financial world with a unique perspective on national and international markets and economies. You will work in an environment with a diverse group of experienced professionals to foster and support the safety, soundness, and vitality...
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Market Risk Analytics Lead
4 weeks ago
New York, United States Mizuho Americas Full timeSummary **Responsibilities**: - Develop, test, implement and document risk analytics for new products- Lead the enhancement of infrastructure to implement new risk analytics models including controls to monitor their performance- Perform quantitative research to implement model changes, enhancements and remediation plans- Work with stakeholders across...
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Market Risk Analytics Lead
17 hours ago
New York, United States Mizuho Americas Full timeSummary **Responsibilities**: - Develop, test, implement and document risk analytics for new products- Lead the enhancement of infrastructure to implement new risk analytics models including controls to monitor their performance- Perform quantitative research to implement model changes, enhancements and remediation plans- Work with stakeholders across...
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Operational Risk Specialist
2 months ago
New York, United States DAIWA CAPITAL MARKET Full timeJob DescriptionJob DescriptionDaiwa Capital Markets America is seeking an Associate Director with experience of operational risk and/or third party risk management (“TPRM”) to join our Operational Risk Management (“ORM”) team. The ORM team is responsible for both the ORM and TPRM programs, working to execute robust risk management processes across...
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Operational Risk Specialist
4 weeks ago
New York, United States DAIWA CAPITAL MARKET Full timeJob DescriptionJob DescriptionDaiwa Capital Markets America is seeking an Associate Director with experience of operational risk and/or third party risk management (“TPRM”) to join our Operational Risk Management (“ORM”) team. The ORM team is responsible for both the ORM and TPRM programs, working to execute robust risk management processes across...
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Convertible Bonds Risk Specialist
3 weeks ago
New York, United States Selby Jennings Full timeA Multi Strategy Hedge Fund is hiring a Convertible Bond Risk Specialist to sit in their NYC office. This hire will primarily support Convertibles PM Teams in NYC, Boston, and London. The front office needs this dedicated risk specialist to assist on bond pricing, PnL analytics, and custom tool/dashboard/report development. It's a growth hire, and it's...
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Convertible Bonds Risk Specialist
1 month ago
New York, United States Selby Jennings Full timeA Multi Strategy Hedge Fund is hiring a Convertible Bond Risk Specialist to sit in their NYC office. This hire will primarily support Convertibles PM Teams in NYC, Boston, and London. The front office needs this dedicated risk specialist to assist on bond pricing, PnL analytics, and custom tool/dashboard/report development. It's a growth hire, and it's...
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Market Risk Management Oversight
2 months ago
New York, United States Selby Jennings Full timeThe Major International Bank is expanding its team and seeking a Market Risk Management Specialist. This role oversees a Market Risk Governance framework, ensuring compliance with regulatory requirements such as CFTC, NFA, FRB, and FRTB. Key responsibilities involve risk oversight and analysis for CM and Nikko, with a focus on quantitative market and...
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Market Risk Management Oversight
3 weeks ago
New York, United States Selby Jennings Full timeThe Major International Bank is expanding its team and seeking a Market Risk Management Specialist. This role oversees a Market Risk Governance framework, ensuring compliance with regulatory requirements such as CFTC, NFA, FRB, and FRTB. Key responsibilities involve risk oversight and analysis for CM and Nikko, with a focus on quantitative market and...
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Vp, Risk Analytics, Quantitative Risk and Stress
3 weeks ago
New York, United States Citi Full timeGlobal Systematic Stress Testing GSST program is an enterprise-wide stress testing program with a monthly cadence. The program is compliant with Citi’s Enterprise Stress Testing Policy that interprets applicable regulatory guidance on stress testing and incorporates this guidance when evaluating the impact of stress events and adverse macro and market...
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Market Risk Analytics Lead
3 weeks ago
New York, United States Mizuho Americas Services, LLC Full timeOther requirements. Mizuho has in place a hybrid working program, with varying opportunities for remote work depending on the nature of the role, needs of your department, as well as local laws and regulatory obligations. Risk, Analytics, Lead, Accounting