DESCRIPTION:

Duties: Highlight and discuss risk changes and top risks with Senior Management and Trading Desk. Perform regular risk and scenario analysis for various risk themes and communicate findings. Perform ad-hoc deep dives into trading activities. Establish strong and efficient relationships with Traders to maintain sound understanding of trading strategies, stay up to date on markets insights, trends and identify potential implications for risk profile. Review and approve low complexity transactions, challenging the trading business to ensure appropriate constraints and controls in place.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Finance, Business Administration, Economics, Mathematics, or related field of study plus 3 years of experience in the job offered or as Market Risk, Risk Associate/Analyst, Valuation Controller, Pricing Analyst, or related occupation. The employer will alternatively accept a Bachelor's degree in Finance, Business Administration, Economics, Mathematics, or related field of study plus 5 years of experience in the job offered or as Market Risk, Risk Associate/Analyst, Valuation Controller, Pricing Analyst, or related occupation.

Skills Required: This position requires three (3) years of experience with the following: analyzing securities and derivatives within different market cycles; interpreting the outputs of pricing models for financial products; analyzing price movements and events in market data to identify trends. This position requires any amount of experience with the following: using regression analysis and distribution analysis including min, max, mean, quantile, and percentiles to analyze dataset properties and relationships between variables; producing or enhancing analysis of the liquidity and concentration risks in a trading portfolio; reviewing and validating data inputs and model outputs; identifying root causes of data and system issues and developing solutions to improve efficiency and governance of processes; analyzing pricing implications during the onboarding of new financial products and strategies; creating, presenting, and defending reports and pricing data analysis; using Excel and Python to perform quantitative pricing data assessments and generate detailed reports; using Excel functions Vlookup, Index, Match, Offset, Sumif, as well as pivot tables and conditional formatting; writing Python code to source raw data, and analyzing and presenting results with tables and charts.

Job Location: 383 Madison Avenue, New York, NY 10179.

Full-Time. Salary:  $150,000 - $150,000 per year.