PolyPath Market Risk Specialist

Role: PolyPath Market Risk Specialist

Location - NYC, NY(Hybrid)

Duration: Long-term contract

However, if you have candidates that are higher than this rate please send at this time and if there is someone who is an extremely strong fit and are not in NY please share as well.

Please send all resumes to Elisa and myself. Thank you

JOB DESCRIPTION

We are seeking a PolyPath Market Risk Specialist with deep expertise in PolyPath, strong Python and Java development skills, and extensive knowledge of market risk and fixed income products. This role is ideal for a senior risk professional who can bridge business and technology teams while supporting critical market risk initiatives within a banking environment.

Key Requirements
Expert-level experience with PolyPath
Strong programming skills in Python and Java
Solid understanding of Market Risk in banking and financial services
8+ years of experience in banking, capital markets, or financial services
Strong knowledge of Fixed Income Products
Hands-on experience with Structured Products, including:
Mortgage-Backed Securities (MBS)
Collateralized Mortgage Obligations (CMOs)
Other securitized or structured fixed-income instruments
Ability to collaborate effectively with both technical and business stakeholders
Strong analytical, problem-solving, and communication skills
Experience supporting risk models, valuation tools, or market risk platforms

Preferred Qualifications
Experience working with Front Office, Risk, Finance, or Model Validation teams
Understanding of:
Value at Risk (VaR)
Sensitivity Analysis (Greeks)
Stress Testing
Scenario Analysis
Pricing and Valuation Methodologies
Experience within large banking organizations or regulated financial institutions

What We're Looking For
A seasoned market risk professional who combines deep PolyPath expertise, technical development skills, and strong fixed-income product knowledge to support and enhance risk management capabilities across the organization.