Sr. Financial Risk Analyst

Sr. Financial Risk Analyst

As a Sr. Financial Risk Analyst, you'll be at the forefront of protecting and expanding our US Treasury Bond and FCM businesses. You'll work with a team of seasoned professionals, applying your expertise to monitor and mitigate risk in a fast-paced market environment. Your impact will be immediate, as you'll be instrumental in shaping our risk management framework.

Lead the analysis of market and credit risk exposures within the US Treasury, repo, and interest rate derivatives markets.

Engineer and refine data infrastructure using SQL and Python to generate crucial insights for trading and risk decisions.

Conduct rigorous stress testing, scenario analysis, and Value at Risk (VaR) calculations to assess market impact on trading positions.

Perform counterparty credit risk due diligence and set appropriate credit limits to safeguard our business.

Collaborate with cross-functional teams to resolve limit exceptions and contribute to ad hoc risk projects.

Pioneer new methods for risk analysis as we integrate a shared services model, expanding your expertise across diverse asset classes and business lines.

To thrive in this role, you'll need a robust foundation in fixed-income markets and a knack for quantitative analysis. We're looking for a proactive problem-solver with a meticulous eye for detail.

3-5 years of related work experience, preferably at an FCM or in a retail brokerage environment.

Strong understanding of US Treasury securities, yield curves, and fixed-income pricing.

Proficiency in SQL for extracting and manipulating large datasets.

Expertise in Python (Pandas, NumPy) for data analysis, risk modeling, and automation.

Proven experience with market risk concepts, including VaR, DV01, and stress testing.

Experience with futures and cleared swaps is a significant plus.

Excellent analytical and quantitative skills with the ability to communicate complex risk metrics to non-technical stakeholders.

A drive to learn and adapt to a fast-paced, ever-changing trading environment.

Bachelor's degree in Finance, Econometrics, Data Science, Engineering, or Mathematics.