Market Risk Analyst (Broker-Dealer)

Market Risk Analyst (Broker-Dealer)

Job Description:

A leading International Broker-Dealer, located in New York, NY, is seeking a Market Risk Analyst to join their growing team. This is a great opportunity to join a dynamic group and work closely with senior management, as this individual will be reporting directly into the Managing Director of Market Risk. Responsibilities will include, but are not limited to, conducting quantitative risk analysis, Value at Risk (VaR), stress testing, and other ad-hoc projects as needed. Previous experience working with Fixed Income and Mortgage Backed Securities is a big plus!

Job Responsibilities:

  • Calculating VaR (Value at Risk), Risk Weighted Assets (RWA) and Incremental Risk Change (IRC)
  • Conducting stress testing and providing analysis on results
  • Reviewing reports for accuracy, utilizing the risk management system, PolyPaths
  • Providing analytical/quantitative support to senior management and Front Office
  • Any ad-hoc reporting/analysis as needed by the Managing Director or Front Office team

Job Requirements:

  • Educated to Bachelor’s Degree or higher
  • Advanced Microsoft Excel skills, including, Visual Basics Application (VBA)
  • Experience with Structured Query Language (SQL) is a big plus
  • Experience with PolyPaths is preferred!
  • Strong communication skills are needed, as this individual will be interacting with Front Office and senior management
  • Ability to work in a dynamic environment, with multiple team members, but also an ability to work independently as needed
  • Broad financial products background, including Fixed Income and Mortgage Back Securities


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