PolyPath Market Risk Specialist
NYC – NY – Hybrid
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.
📩 Interested candidates, please connect or share resumes at:
#Hiring #MarketRisk #PolyPath #Python #Java #FixedIncome #StructuredProducts #MBS #CMO #VaR #CapitalMarkets #Banking #RiskManagement #FinancialServices
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