Senior Associate Quantitative Liquidity & Market Risk (Model Development & Analytics)

Madison-Davis
  • Metropark, NJ
  • $90,000 Per Year
  • Instant Apply
30+ days ago

Job Description


Title: Senior Associate Quantitative Liquidity & Market Risk (Model Development & Analytics)

Office Status: Hybrid New York, NY

Base Salary: $90, 000 $105, 000

ABOUT THE ROLE

A globally recognized financial market infrastructure organization is seeking a Senior Associate to join its Liquidity & Market Risk team with a strong emphasis on quantitative modeling and risk analytics. This group plays a critical role in ensuring the stability of large-scale settlement systems, with a focus on model development, validation, and enhancement across liquidity and market risk frameworks. The role offers deep exposure to regulatory-driven stress testing, complex risk modeling, and hands-on work with large datasets in a highly analytical environment.

RESPONSIBILITIES
  • Develop, enhance, and maintain quantitative liquidity and market risk models supporting settlement system risk oversight
  • Perform model performance monitoring, validation, and recalibration in line with model risk governance standards
  • Design and implement benchmarking frameworks to assess and validate internal risk models against external or alternative approaches
  • Build and refine stress testing models to evaluate liquidity shortfalls, member default scenarios, and system-wide risk impacts
  • Conduct advanced quantitative analysis of liquidity and market risk exposures under normal and stressed conditions
  • Enhance modeling methodologies used in risk measurement, including scenario design and parameter calibration
  • Analyze large, complex datasets to identify risk drivers, anomalies, and emerging trends impacting settlement liquidity
  • Support automation and optimization of model workflows and risk analytics processes to improve efficiency and scalability
  • Produce model-based risk reporting and quantitative insights for senior management, committees, and regulatory stakeholders
  • Partner with technology, risk, and operations teams to integrate models into production systems and improve data pipelines
  • Contribute to ongoing refinement of risk frameworks, ensuring alignment with regulatory expectations and industry best practices

Numbers & Facts

LocationMetropark, NJ

Skills

  • Analysis Skillsunmatched
  • Automationunmatched
  • Bank Stress Testingunmatched
  • Benchmarkingunmatched
  • Best Practicesunmatched
  • Calibrationunmatched
  • Data Managementunmatched
  • Data Setsunmatched
  • Large-Scale Systemsunmatched
  • Liquidityunmatched
  • Market Analysisunmatched
  • Model Validationunmatched
  • Performance Analysisunmatched
  • Performance Modelingunmatched
  • Process Improvementunmatched
  • Production Systemsunmatched
  • Quantitative Analysisunmatched
  • Quantitative Risk Assessment (QRA)unmatched
  • Regulationsunmatched
  • Riskunmatched
  • Risk Analysisunmatched
  • Risk Modelingunmatched
  • Stock Marketunmatched
  • Stress Modelingunmatched
  • Stress Testingunmatched
  • Training Data Setsunmatched
  • Trend Analysisunmatched

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