Senior Analyst, Market Risk (276198)

1. Investigate any internal/client queries and questions, especially around pricing and valuation, and provide a timely resolution. (10%)
2. Follow global interest rate markets to properly estimate margin changes, validate market data inputs and their subsequent impact on risk metrics and margin requirements. (20%)
3. Validate daily valuations, risk figures, and margin requirements through 3rd party sources or independently created tools. (5%)
4. Use skills in VBA, SQL, and Python to improve and streamline existing workflows and functions within the team. (5%)
5. Create ad-hoc analysis for stakeholders which drives decision making and prioritization in terms of delivery. (10%)
6. Facilitate margin mathematical modeling enhancements and release testing required by change/delivery teams. (15%)
7. Identify gaps/weaknesses in the operational risk financial modeling across services and develop new automated tools and controls to mitigate and eliminate those risks. (15%)
8. Analyze interest markets and member/client behaviors to validate risk appetite or behavior pattern changes. Present findings regularly to management to help drive sales and delivery prioritization. (10%)
9. Conduct external calls, demonstrations, and meetings with members/clients about services offered and resources available. Develop relationships with external stakeholders and provide continued support and serve as a primary business risk contact. (10%)

(May telecommute from commuting distance to New York, New York per company hybrid work policy.)

All Requirements: Masters degree (or foreign equivalent) in Mathematics, Financial Engineering, Enterprise Risk Management or related discipline followed by 1 year of experience in a financial engineering or risk management analyst related occupation.

In the alternative, employer will accept Bachelors degree (or foreign equivalent) in Mathematics, Financial Engineering, Enterprise Risk Management or related discipline followed by 3 years of post-baccalaureate experience in a financial engineering or risk management analyst related occupation.

1. 1 year of experience working in a central clearing house on financial valuations, specifically around interest rate derivates.
2. 1 year of experience working on the sourcing, cleansing, and validation of market data used for pricing and modeling.
3. 1 year of experience in Risk Management, specifically around central clearing and settlement.
4. 1 year of experience handling operational risk tasks such as calculating margin calls, identifying the root cause of discrepancies, and answering risk related inquiries both internally and externally.
5. 1 year of experience working with VBA, Python and SQL to generate process improvements.

Please copy and paste your resume in the email body do not send attachments, we cannot open them and email them at candidates at (link removed) with reference #276198 in the subject line.

Thank you.