Working closely with Market Risk Methodology, Risk Managers, Front Office partners, and Technology teams, the successful candidate will contribute to the design, implementation, and enhancement of market data frameworks, risk analytics solutions, and technology platforms supporting VaR, SVaR, FRTB, Stress Testing, and other market risk initiatives. QualificationsBachelor's degree required; Master's degree preferred in Finance, Financial Engineering, Mathematics, Statistics, Computer Science, Engineering, or a related quantitative discipline.2+ years of experience in Market Risk, Market Data, Quantitative Analytics, Risk Technology, Financial Engineering, or related disciplines.