Finance Analyst

Financial Analyst

We are seeking an experienced Financial Analyst to support Market Risk initiatives by managing large financial datasets and enhancing risk models. In this role, you will work closely with Risk Methodology, Technology, and Business teams to support the implementation, testing, and governance of Value at Risk (VaR) and Stressed Value at Risk (SVaR) models while ensuring the accuracy and integrity of market risk data.

Key Responsibilities

• Lead data governance for historical market data used in VaR and SVaR calculations.
• Support the implementation, testing, and enhancement of market risk models.
• Collaborate with Market Risk, Technology, and Business teams to improve risk management processes.
• Analyze large financial datasets using SQL and Python.
• Ensure the completeness, accuracy, and integrity of market risk data and models.
• Perform portfolio impact analysis and communicate findings to Risk Managers.
• Support business design, system enhancements, and regulatory initiatives related to Market Risk.

Required Qualifications

• Master's degree (MBA/MS) in Finance, Economics, Accounting, Computer Science, or another quantitative discipline.
• 10+ years of experience in Market Risk, Quantitative Analytics, or Financial Risk Management.
• Strong knowledge of Value at Risk (VaR) and Stressed VaR (SVaR) methodologies.
• Proficiency in SQL, Python, MS Excel, and MS PowerPoint.
• Experience working with financial time series, market data, and quantitative risk models.
• Strong analytical, problem-solving, and communication skills with the ability to collaborate across cross-functional teams.

Benefits

The Company offers the following benefits for this position, subject to applicable eligibility requirements: medical insurance, dental insurance, vision insurance, 401(k) retirement plan, life insurance, long-term disability insurance, short-term disability insurance, paid parking/public transportation, paid time off, paid sick and safe time, hours of paid vacation time, weeks of paid parental leave, and paid holidays annually – as applicable.