Senior Market Risk Analyst

2 weeks ago


New York, New York, United States Goldman Sachs Full time

VICE PRESIDENT: MARKET RISK MANAGEMENT EXPERT

We are looking for a highly skilled professional to take on the role of Market Risk Manager, specializing in the Mortgages and Structured Products sector. The ideal candidate will possess a robust academic foundation in Finance, Mathematics, or a related field, along with 7-10 years of substantial experience in market risk oversight.

PRIMARY RESPONSIBILITIES:

  • Regularly assess risk metrics including Value at Risk (VaR), stress testing, and risk sensitivities
  • Evaluate risk-taking behaviors and drive results through comprehensive risk analysis
  • Work closely with Risk Engineering to innovate and enhance risk measurement techniques
  • Recognize emerging risk factors and establish appropriate limits and thresholds
  • Link events to potential risk exposures
  • Engage with senior leadership and regulatory bodies

REQUIRED QUALIFICATIONS:

  • 7-10 years of experience in market risk management or a related discipline
  • Bachelor's degree in Finance, Mathematics, or a relevant area is preferred
  • Thorough knowledge of financial instruments, particularly in mortgages and credit
  • Understanding of market risk metrics and compliance regulations
  • Proficiency in tools such as Excel, Bloomberg, and Refinitiv Eikon
  • Exceptional analytical skills and a collaborative mindset
  • Aptitude for conveying complex information to senior stakeholders


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