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 market risk environments are strong differentiators. Equal Opportunity Statement We are a company committed to creating diverse and inclusive environments where people can bring their full, authentic selves to work every day. We are an equal opportunity/affirmative action employer that believes everyone matters. Qualified candidates will receive consideration for employment regardless of their race, color, ethnicity, religion, sex (including pregnancy), sexual orientation, gender identity and expression, marital status, national origin, ancestry, genetic factors, age, disability, protected veteran status, military or uniformed service member status, or any other status or characteristic protected by applicable laws, regulations, and ordinances. If you need assistance and/or a reasonable accommodation due to a disability during the application or recruiting process, please send a request to View email address on click.appcast.io. To learn more about how we collect, keep, and process your private information, please review Insight Global's Workforce Privacy Policy: Skills and Requirements 0-3 years of experience (open to strong early‑career candidates; new grads considered with strong internships) Market risk or fixed income knowledge, including: Duration, convexity, cash flow modeling Fixed income instruments and portfolio risk concepts Quantitative modeling experience Regression or statistical models Preventative / pre‑vendor / pre‑risk models (pre‑PIN market risk models) Hands on technical experience with: SQL (data extraction, joins, working in a data lake) Python Excel (data as currency mindset; strong table joins and analysis) Tableau (or similar visualization tools) Financial background with the ability to explain how models support other teams and financial KPIs Prior model ownership experience, including presenting models to committees or senior leadership. Education and Certifications Finance, Financial Engineering, Economics, Mathematics, or Statistics. Certifications: CFA (strongly preferred), FRM, or CPA. Experience from: Fannie Mae, Wintrust, Northern Trust BMO, Capital One, Discover (Risk departments) Mortgage risk or fixed income–heavy environments Exposure to model governance, monitoring, and validation Experience modernizing data warehouses or working in large-scale data lakes. #J-18808-Ljbffr