Senior Market Risk Specialist - Interest Rate Volatility & Structured Notes
$100,000–$196,000 year
Hybrid · New York City, New York, United States or Charlotte, North Carolina, United States
Job Summary
Senior Market Risk Specialist within the Rates Market Risk Oversight team, focusing on Interest Rate Volatility Trading, Structured Solutions and Structured Notes. Responsible for risk governance, model oversight, stress testing, and data-driven risk analysis; ensures completeness and accuracy of market risk measurements (VaR, stress scenarios, risk factor sensitivities); collaborates with Front Office, Risk Analytics, Finance, and Technology; maintains and enhances risk reporting routines; analyzes complex models/products to ensure comprehensive market risk capture aligned with risk management policies; participates in CCAR and Volcker stress testing; requires quantitative skills, proficiency in Excel VBA and SQL, and a quantitative degree.
Required Qualifications
- 4+ years of experience in trading, desk analyst, Capital Markets, market risk, interest rate risk or equivalent
- Experience supporting risk governance and oversight activities, including monitoring risk exposures, desk limits, and limit utilization
- Strong understanding of derivative pricing models and risk measurement calculations such as VaR and stress scenarios
- Bachelor’s or advanced degree in a quantitative discipline or demonstrated quantitative rigor; e.g., Finance, Financial Engineering, Mathematics, Physics, or related fields
Desired Qualifications
- Experience working with capital markets partners including trading, quantitative partners, finance, operations, and technology
- Strong analytical and quantitative skills with high attention to detail
- Advanced Microsoft Office Skills (Excel VBA)
- Proficiency in Microsoft SQL
- Experience in risk governance and oversight activities
- Familiarity with CCAR and Volcker stress testing
- FRM or CFA preferred
- Bachelor’s or higher in Finance, Financial Engineering, Quantitative Finance, Mathematics, Physics, or related field
Apply with one swipe on Sorce. We auto-fill applications and apply on your behalf — no cover letters, no 40-minute forms.
Hiring someone like this?
Get your role in front of qualified candidates on Sorce.