PolyPath Market Risk Specialist
New York City, NY - USA
Job Summary
Local to NY/NJ preferred & Visa Independent
Position: Sr. Market Risk Specialist (PolyPath)
Location: NY/NJ (Hybrid 3 days onsite)
Experience: 8 Years
Job Description:
Seeking an experienced PolyPath Market Risk Specialist with strong expertise in PolyPath Python and Java. The ideal candidate will have 8 years of experience in banking/capital markets deep knowledge of market risk fixed income and structured products (MBS CMOs securitized products). Experience with VaR stress testing scenario analysis pricing/valuation and collaborating with Risk Front Office and Finance teams is highly preferred.
Required Skills:
- PolyPath (Expert)
- Python
- Java
- Market Risk
- Fixed Income Products
- MBS / CMOs / Structured Products
- VaR Stress Testing Sensitivity Analysis
- Banking / Capital Markets
- Risk Models & Valuation Tools