Current jobs related to Market Risk Analytics Specialist - New York - SMBC Group
-
Market Risk Analytics
3 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. You will join the Risk Analytics group that partakes in model developme Risk, Analytics, Associate, Analytics Specialist, Accounting, Skills
-
Market Risk Specialist
1 week ago
New York, New York, United States Societe Generale Full timeAbout the RoleWe are seeking a highly skilled Market Risk Specialist to join our team at Societe Generale. As a key member of our Risk Management department, you will play a critical role in identifying, assessing, and mitigating market risk exposures across our operations.Key ResponsibilitiesAnalyze market activities impacting our portfolio from a market...
-
Market Risk Management Specialist
2 weeks ago
New York County, New York, United States Bank of China Limited, New York Branch Full timeAbout the RoleBank of China Limited, New York Branch is seeking a highly skilled Market Risk Management Specialist to join our Market Risk Management Department. As a key member of our team, you will be responsible for overseeing the front business units' market risk, ensuring the Bank's risk exposure within the risk appetite framework, and protecting the...
-
Market Risk Management Specialist
3 weeks ago
New York County, New York, United States Bank of China Limited, New York Branch Full timeAbout the RoleBank of China Limited, New York Branch is seeking a highly skilled Market Risk Management Specialist to join our team in the Market Risk Management Department.Key ResponsibilitiesConduct independent oversight and monitoring of market risk key activities to ensure the Bank's risk exposure within the risk appetite framework.Review and challenge...
-
Market Risk Management Specialist
1 week ago
New York County, New York, United States Bank of China Limited, New York Branch Full timeAbout the RoleBank of China Limited, New York Branch is seeking a highly skilled Market Risk Management Specialist to join our Market Risk Management Department. As a key member of our team, you will be responsible for overseeing the front business units' market risk, ensuring the Bank's risk exposure within the risk appetite framework, and protecting the...
-
Market Risk Specialist
2 weeks ago
New York, New York, United States Collabera Full timeJob SummaryWe are seeking a highly experienced Market Risk Specialist to join our team at Collabera. As a Senior Program Manager, you will be responsible for ensuring the timely execution of deliverables across all workstreams while imparting subject matter expertise and know-how.Key ResponsibilitiesProvide regulatory understanding and experience with...
-
Analytics Leadership Position
3 weeks ago
New York, New York, United States Market Fusion Analytics Full time**About Market Fusion Analytics**We are a leading consultancy specializing in providing strategic growth solutions to Fortune 100 companies. Our expertise lies in optimizing return on marketing investment and enhancing long-term corporate portfolio health.**Role Overview**This is a full-time hybrid position for a Data Analytics Manager at Market Fusion...
-
Data Analytics Manager
3 weeks ago
New York, New York, United States Market Fusion Analytics Full time**About Market Fusion Analytics**We are a leading consultancy specializing in providing profitable and sustainable growth strategies to our clients. Our focus is on improving return on marketing investment and long-term corporate portfolio health.**Role Overview**This is a full-time hybrid role for a Manager/Director of Analytics at Market Fusion Analytics....
-
Market Risk Specialist
1 week ago
New York, New York, United States Collabera Full timeAbout the RoleWe are seeking a highly skilled and experienced Market Risk Specialist to join our team at Collabera. As a Senior Program Manager, you will be responsible for ensuring the timely execution of deliverables across all workstreams while imparting subject matter expertise and know-how.Key ResponsibilitiesDevelop and implement regulatory compliance...
-
Manager/Director of Analytics
3 weeks ago
New York, United States Market Fusion Analytics Full timeCompany DescriptionMarket Fusion Analytics is a consultancy located in New York, NY, with a flexible remote work option. We specialize in providing profitable and sustainable growth strategies to our clients, focusing on improving return on marketing investment and long-term corporate portfolio health. Our holistic analytical platform and business experience...
-
Manager/Director of Analytics
3 weeks ago
New York, United States Market Fusion Analytics Full timeCompany DescriptionMarket Fusion Analytics is a consultancy located in New York, NY, with a flexible remote work option. We specialize in providing profitable and sustainable growth strategies to our clients, focusing on improving return on marketing investment and long-term corporate portfolio health. Our holistic analytical platform and business experience...
-
Market Risk Specialist
6 days ago
New York, New York, United States Collabera Full timeJob Title: Market Risk SpecialistCollabera is seeking a highly skilled Market Risk Specialist to join our team. As a key member of our Program Management Team, you will be responsible for ensuring the timely execution of deliverables across all workstreams while imparting subject matter expertise and know-how.Key Responsibilities:Translate regulation into...
-
Manager/Director of Analytics
3 weeks ago
new york city, United States Market Fusion Analytics Full timeCompany DescriptionMarket Fusion Analytics is a consultancy located in New York, NY, with a flexible remote work option. We specialize in providing profitable and sustainable growth strategies to our clients, focusing on improving return on marketing investment and long-term corporate portfolio health. Our holistic analytical platform and business experience...
-
Risk, Market Risk, Associate
1 month ago
New York, United States Goldman Sachs Full timeWe are looking for a professional to join the second line of defense Market Risk Specialists group in New York covering Structured and Traded Credit (Corporate Bonds, Loans, CDS, Index, Swaption, Exotics, Municipals).The Risk Division is responsible for independent review of market, credit, operational, model, and liquidity risk throughout the firm as well...
-
Risk Management Specialist
1 week ago
New York, New York, United States Hispanic Technology Executive Council Full timeAbout the RoleWe are seeking a highly motivated and experienced Risk Management Specialist to join our team at the Hispanic Technology Executive Council. As a Risk Management Specialist, you will play a critical role in identifying, assessing, and mitigating risks associated with our business operations.Key ResponsibilitiesWork closely with our trading desks...
-
Senior Financial Market Risk Analyst
1 week ago
New York, New York, United States Career Developers, Inc. Full timeJob SummaryCareer Developers, Inc. is seeking a highly skilled Financial Risk Management Specialist to join our team. As a key member of our Risk Management Group, you will be responsible for performing market risk calculations and managing projects to support our team's market risk monitoring functions.About the RoleThe Senior Financial Market Risk Analyst...
-
Marketing Analytics Director
14 hours ago
New York, New York, United States TransUnion Risk and Alternative Data Solutions Full timeAbout the RoleWe are seeking a seasoned leader to drive our B2B Marketing Analytics team forward. As Director of B2B Marketing Analytics, you will be responsible for developing and executing a vision for performance measurement and analytics capabilities across Global Marketing.Key ResponsibilitiesDevelop and drive the B2B performance measurement vision and...
-
New York, New York, United States Bloomberg Intelligence Full timeJob SummaryWe are seeking a highly skilled and experienced sales representative to join our PORT Enterprise team at Bloomberg Intelligence. As a sales representative, you will be responsible for selling state-of-the-art enterprise-level portfolio and risk analytics solutions to the world's top institutional buyside firms.About the RoleAs a sales...
-
Enterprise Risk Analytics Manager
1 week ago
New York, New York, United States Collabera Full timeJob DescriptionCollabera is seeking a highly skilled Enterprise Risk Analytics Manager to join our team. As a key member of our organization, you will be responsible for reviewing and challenging the stress testing process, ensuring that our risk management practices are aligned with industry standards.Key Responsibilities:Stress Testing and Risk Management:...
-
Manager of Credit Risk Analytics
3 weeks ago
New York, New York, United States Klarna Full timeAbout Klarna As a leading player in the fintech space, Klarna serves over 150 million active users globally, facilitating 2 million transactions daily. Our mission is to redefine the shopping experience, and we are committed to building a world-class team that fosters individual growth while transforming industries. Key Responsibilities Perform statistical...
Market Risk Analytics Specialist
4 months ago
The 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 discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.
Role Description
The Market Risk Analytics Specialist reports to the Head of the Market Risk Analytics Group. The role's two primary function 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
Qualifications and Skills
Over 7 years of specialized experience in sell-side derivatives risk management or quantitative modelling role Master's Degree required (MA / MS / MBA) in Finance, Mathematics, Physics, Engineering, Computer Science or related quantitative field. PhD Degree preferred Strong knowledge of derivatives and their key risks, particularly Interest Rates, FX and Credit products. Familiarity with relevant risk concepts and related valuation concepts (e.g. VaR and stress-testing standards, counterparty exposure estimation, liquidity estimation, model assessment and validation, documentation and reporting approaches). Strong understanding of Python and Microsoft Office Suite required. A plus: C/C++/C#, Java or other object-oriented development languages. Strong reasoning ability; understands complex situations, people and systems needs against backdrop of managing a risk management environment. Strong analytical skills; great attention to detail. Strong project management skills; ability to work independently. Ability to implement new risk controls and processes including technology infrastructure in support of risk management framework. Expert communication and presentation skills. Expert ability to work collaboratively with internal risk management colleagues and risk management leaders across all subsidiaries and globally. Understanding of regulatory requirements of model risk, and experience complying with such requirements.