Market Risk Specialist

About the role

Build, maintain and improve market risk reporting infrastructure and tools, including the automation and streamlining of existing processes.

Responsibilities

• Create market risk models and advise traders on pending deals
• Develop market risk measurement methods and understand process flows
• Daily monitor of market risk, stress and Value at Risk (VaR) exposures against limits and risk appetite, while remaining constantly aware of current market dynamics
• Manage market risk assessments for new product lines, working with traders to understand their markets
• Create, update, present and enforce market risk policies and procedures
• Process and analyze large data sets using SQL while maintaining and updating codebases to ensure performance and scalability
• Perform stress testing and develop risk mitigation strategies

Qualifications

• Bachelor or Master of Finance, Economic, Statistics or Econometrics
• 5-7 years of experience in market risk within commodity trading or a leading financial institution
• Strong market analysis and financial assessment capabilities
• Experience with Python is essential
• Intellectually curious and able to demonstrate structures problem solving and analytical skills
• Confident communication (verbal and written) with stakeholder management

Schedule

This role is 100% in-office in New York City.

Pay

The base pay range for this position is $120K-$160K annually; however, base pay offered may vary depending on location, job-related knowledge, skills, and experience. The base pay is just one component of the total competitive compensation package for employees.