PolyPath Market Risk Specialist
Core
Support pricing, valuation, and market risk activities for fixed income and structured products within a large banking environment.
Role type
Senior IC market risk specialist (PolyPath platform)
Builds
Scalable technical solutions for risk models, valuation tools, and pricing workflows
Domain
Banking / Capital Markets / Fixed Income / Structured Products
Deliverable
production ML models | product features | dashboards & analysis
Required skills
PolyPath platform expertise, Python programming, Java programming, fixed income product knowledge, market risk analytics, system troubleshooting, data pipeline integration
Preferred skills
Structured product expertise (MBS, CMO, ABS), front office collaboration, high-volume platform support, root-cause analysis
Technologies
PolyPath, Python, Java
Responsibilities
Support and enhance PolyPath platform capabilities for pricing and valuation workflows; Develop, enhance, and troubleshoot applications and scripts using Python and Java; Support market risk processes including sensitivities, stress testing, and VaR; Analyze system issues and production incidents; Collaborate with front office, risk, and technology teams to ensure accurate delivery of risk analytics.
Seniority
Senior, hands-on IC