Market Risk Specialist | Corporate & Investment Banking
Core
Monitor, report, and constrain market risk exposures for Credit Sales & Trading, Municipal Products, and Global Secured Trading businesses using VaR, stress scenarios, and risk factor sensitivities.
Role type
Market Risk Specialist (Corporate & Investment Banking)
Builds
Risk governance frameworks, daily risk reports, and stress testing scenarios for front-office trading activities.
Domain
Financial Services / Capital Markets / Market Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Value-at-Risk (VaR) modeling, stress scenario design, risk factor sensitivity analysis, regulatory engagement (CCAR, Volcker), model monitoring, SQL, Excel VBA
Preferred skills
FRM progress, CFA progress, model validation, quantitative analysis
Technologies
Microsoft SQL, Microsoft Excel (VBA)
Responsibilities
Monitor and report market risk exposures; maintain risk reporting routines; analyze complex models and products; participate in regulatory engagements like CCAR; support new business initiatives with risk insights.
Seniority
Mid-level, hands-on IC