Market Risk Analyst

Job Description
This financial services company is looking for a Market Risk Modeler to join its Market Risk Model Development & Monitoring team. The role focuses on building, training, tuning, and monitoring market risk models that support investment and loan portfolios, with heavy emphasis on fixed income cash flows. On a daily basis, the modeler will run regression and statistical models, monitor model performance, and prepare materials for committee submission. The role partners closely with Pricing, Security Valuation, and Hedging teams to ensure models align with real financial KPIs and downstream use cases. Over time, the modeler may act as a model owner and present findings directly to department leadership.

An excellent candidate brings strong quantitative and fixed income fundamentals, hands-on SQL/Python skills, and the ability to clearly explain how models impact broader financial and risk decisions. Certifications like the CFA and experience in mortgage or mark...