As a Treasury/Liquidity Risk Analyst at a leading Asian trust bank, you will be responsible for monitoring liquidity risks and ensuring compliance with both internal policies and regulatory requirements. This role involves implementing risk management frameworks, stress testing, scenario analysis, and collaborating with various teams to manage funding activities and investments in securities and foreign exchange.

Treasury/Liquidity Risk Analyst

The Market Risk Analyst at JPMorgan Chase is responsible for monitoring risk exposures, understanding the factors that drive the profit and loss for trading desks, performing scenario analysis, full revaluation stress testing, and conducting ad-hoc and regular risk analysis. This role involves assessing market risk for trade opportunities, highlighting risk positions, and effectively communicating risks to both the trading desks and senior market risk management. The analyst will also coordinate on risk methodology, stress, risk limits, VaR, and risk infrastructure enhancements, and monitor securitized products markets with a focus on commercial real estate sectors.

Market Risk

Market Risk Analyst

A leading Investment Bank in NYC is seeking a VP level candidate specialized in Market Risk model development to join their Quantitative Market Risk Analytics team. The role involves direct reporting to the Head of Risk Analytics, focusing on the development and methodology of Market Risk Models, particularly in relation to FRTB and other Capital Requirements. This position offers great exposure to senior management and the opportunity to lead a growing team.

VP - Market Risk Quant

Vice President - Market Risk Quant

As a Financial Risk Manager at PwC, you will be part of the Balance Sheet Management practice within Financial Risk and Regulatory services. This role involves helping business leaders embed a proactive and dynamic risk management capability into their corporate practices, from strategy through to implementation. You will assist in leveraging financial risk management to identify new opportunities and pursue success in the face of changing markets, technologies, and competition. This position focuses on asset and liability management, funding and liquidity planning, stress testing, and capital management, aiming to build tools that enable clients to efficiently utilize capital and liquidity resources.

FINANCIAL RISK - CAPITAL MANAGEMENT, MANAGER

Financial Risk Manager

The Equity Market Risk Analyst at Marex is responsible for providing risk management oversight and analysis on trading risks of client portfolios, the equity business, and global markets. This role involves product coverage across various financial instruments, including cash equities, futures, options, ETFs, indices, cryptos, and structured OTC derivatives. The analyst will assist in formulating customer portfolio margin policy, perform scenario analysis, evaluate client portfolios against risk appetite, and collaborate with traders and quants to improve risk models.

Equity Market Risk Analyst

The Manager, Risk Management at CME Group is responsible for monitoring, managing, and preventing risks within the clearing house and financial system. This role involves mastering CME Group's Clearing House risk systems, teaching direct reports, and implementing new processes and procedures to prevent risk. The manager will also lead risk reviews, produce reports, analyze data for the CFTC, review products for margin coverage, and serve as a risk team leader on major clearing house initiatives.

Manager, Risk Management

This role is ideal for a junior Analyst (2-4 years' experience) with a strong analytical and quantitative skillset, passionate about the financial markets. The position involves ownership of research and analytics relating to performance and risk, design and implementation of new processes and workflows, business analysis, project management, and risk analytics in a dynamic markets environment. Knowledge of Fixed Income/FX/Rates Derivatives products and markets is strongly preferred.

Risk Analyst (Hedge Fund)

Risk Analyst

The Treasury Risk Analyst at an international investment bank will work closely with the treasury manager to monitor liquidity risks and perform stress tests in line with regulations. This role is part of a scaling treasury team and offers the opportunity to gain experience in a dynamic and challenging environment.

Treasury Risk Analyst

This role involves a strategic hire for a multi-strategy hedge fund to build a robust and highly quantitative risk management team. The Risk Manager will be responsible for modeling a complex, multi-asset portfolio, designing and monitoring bespoke risk guidelines for portfolio managers, and collaborating closely with Portfolio Managers and the Risk Committee to understand risk and performance drivers.

Risk Manager - Multi-Strategy Hedge Fund

Risk Manager

As a Financial Risk and Regulatory Manager at PwC, you will be part of the Balance Sheet Management practice, focusing on helping business leaders embed a proactive and dynamic risk management capability into their corporate practices. This role involves strategy through to implementation, leveraging financial risk management to identify new opportunities and pursue success in changing markets, technologies, and competition. Responsibilities include gap assessments, process design and implementation for asset and liability management, funding and liquidity planning, stress testing, and capital management, as well as building tools for efficient utilization of capital and liquidity resources.

FINANCIAL RISK AND REGULATORY - FINANCIAL SERVICES LIQUIDITY RISK - MANAGER

Financial Risk and Regulatory Manager

A leading Investment Bank in NYC is seeking a VP level Market Risk Quant specialized in model development to join their Quantitative Market Risk Analytics team. The role involves direct reporting to the Head of Risk Analytics, focusing on the development and methodology of Market Risk Models, particularly in relation to FRTB and other Capital Requirements. This position offers great exposure to senior management and the opportunity to lead a growing team.

Market Risk Quant - VP

Market Risk Quant - Vice President

As a Credit Risk Analyst at TP ICAP, you will be a key member of the risk management team, responsible for managing credit and market risk across the Americas region. This role involves monitoring credit limits, counterparty exposures, pre-trade credit limits, and collaborating with various teams to manage risk limits, monitor market intelligence, and address emerging threats. The position requires strong analytical skills, market and credit risk knowledge, and the ability to apply credit risk management principles using market risk principles.

Credit Risk Analyst

As a Manager in the Financial Risk & Regulation, Technology & Analytics team at PwC, you will have the opportunity to help organizations uncover enterprise insights and drive business results using smarter data analytics. This role focuses on a collection of organizational technology capabilities, including business intelligence, data management, and data assurance, to help clients drive innovation, growth, and change. You will be responsible for implementing enterprise content and data management applications that improve operational effectiveness and provide impactful data analytics and insights.

FINANCIAL RISK & REG - TECH & ANALYTICS, MANAGER

Manager - Financial Risk & Regulation, Technology & Analytics

KPMG is seeking a Manager to join their Advisory Services practice, focusing on Liquidity Risk. The role involves developing frameworks for asset and liability management, funding and liquidity planning, internal limit stress testing, and capital management. Responsibilities include gap assessments, design and implementation of processes, reviewing client processes against leading Liquidity practices, conducting testing for regulatory compliance, and building Liquidity tools. The position offers a wealth of learning and career development opportunities, a world-class training facility, and leading market tools.

MANAGER, LIQUIDITY RISK

Manager, Liquidity Risk

The Systematic Equities Quant Researcher at Anson McCade will work alongside the Portfolio Manager to develop trading strategies, focusing on idea generation, data gathering and research/analysis, model implementation, and backtesting for systematic equity strategies. This role involves combining financial insights and statistical learning techniques to explore, analyze, and harness a variety of datasets to build predictive models for the investment process. The researcher will also collaborate with the PM in a transparent environment, engaging with the entire investment process and providing tools and data to the trading team to help manage risk.

Systematic Equities Quant Researcher

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Market Risk Professional Jobs in New York, NY Hiring Now