Market Risk - Cross Asset

We are seeking an Associate to join Market Risk - Portfolio and Model Management group in New York. The successful candidate will help review and manage cross-asset risk, provide insightful quantitative analysis to senior management, and drive risk reporting/automation.

Requirements

• Analyzing and understanding market risk across cross asset including Rates, Equities, Securitized Products, FX, Crypto.
• Conducting portfolio analysis including what-if scenarios and risk factor sensitivities
• Daily review of risk exposures and changes to the portfolio including stress testing and scenario analysis to assess the impact of extreme market events
• Preparing decks for regulatory submissions, senior stakeholders, senior committees & forums
• Monitor market trends and identify potential risks arising from market volatility, and economic and geo-political risk factors
• Designing and maintaining risk reporting frameworks and model management tools
• Working closely with front office to assess risk and business strategy, as well as other corporate functions such as RMG, MVG, IT, and Ops.

Benefits

• 401(k) eligibility
• Vacation time
• Sick time
• Parental leave