Selby Jennings
Head of Risk Analytics | Manhattan, NY, USA | Hybrid
Selby Jennings - New York, New York, United States
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Head of Risk Analytics Selby Jennings Manhattan, United States
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Posted 2 days ago Hybrid Job Permanent USD250000 - USD300000 per year
Head of Risk Analytics Selby Jennings Manhattan, United States
Apply now We are currently partnered with a Chief Market Risk Officer at a bank poised for substantial asset growth. They are looking for an experienced Risk Analytics/Risk Modeling leader to help lead the development and refinement of risk models and analytics. In this role, you will lead modeling efforts across Market Risk Modeling (VaR), Counterparty Risk (PFE/CVA), ALM, Liquidity Risk, Interest Rate Risk in the Banking Book, and Mortgage Modeling. As the bank expects to grow its asset base, this role is critical in ensuring robust risk measurement, supporting strategic initiatives, and strengthening risk oversight. The candidate will work closely with Market Risk Oversight, Model Validation, Treasury, ALM, Finance and the Capital Market Group. The role also requires direct interaction with the regulators, ensuring transparency in risk methodologies, stress testing frameworks, and compliance with Basel, CCAR, IRRBB and Liquidity Risk regulatory framework. Reporting directly to the Chief Market Risk Officer (CMRO), this is a high-visibility role with exposure to senior leadership, including the Chief Risk Officer (CRO), Chief Operating Officer (COO), Chief Investment Officer (CIO) and Treasurer. Qualifications Roles at this level typically require a university / college degree and higher level education such as a Masters degree, PhD, or certifications. 12+ years of experience in market risk, counterparty, ALM/Interest Rate Risk modeling role At least 5 years of prior management experience is typically required. Strong Python and Model Development Skills Proven leadership experience with a large scope of responsibility is required. We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti...
Quantitative Execution Strategist - US Equities Selby Jennings Manhattan, United States Junior Options Trader Selby Jennings Manhattan, United States Director of Trading Product Management Selby Jennings Manhattan, United States Director of Reinsurance Accounting Selby Jennings Manhattan, United States VP - Liquidity Risk Management Selby Jennings Manhattan, United States Head of ALM Selby Jennings Manhattan, United States Head of Trade Surveillance Data Quality Selby Jennings Manhattan, United States Crypto PM Selby Jennings Manhattan, United States C++ Quantitative Developer Selby Jennings Manhattan, United States Crypto Portoflio Manager Selby Jennings Manhattan, United States More jobs from the company Boost your career
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Apply now
Posted 2 days ago Hybrid Job Permanent USD250000 - USD300000 per year
Head of Risk Analytics Selby Jennings Manhattan, United States
Apply now We are currently partnered with a Chief Market Risk Officer at a bank poised for substantial asset growth. They are looking for an experienced Risk Analytics/Risk Modeling leader to help lead the development and refinement of risk models and analytics. In this role, you will lead modeling efforts across Market Risk Modeling (VaR), Counterparty Risk (PFE/CVA), ALM, Liquidity Risk, Interest Rate Risk in the Banking Book, and Mortgage Modeling. As the bank expects to grow its asset base, this role is critical in ensuring robust risk measurement, supporting strategic initiatives, and strengthening risk oversight. The candidate will work closely with Market Risk Oversight, Model Validation, Treasury, ALM, Finance and the Capital Market Group. The role also requires direct interaction with the regulators, ensuring transparency in risk methodologies, stress testing frameworks, and compliance with Basel, CCAR, IRRBB and Liquidity Risk regulatory framework. Reporting directly to the Chief Market Risk Officer (CMRO), this is a high-visibility role with exposure to senior leadership, including the Chief Risk Officer (CRO), Chief Operating Officer (COO), Chief Investment Officer (CIO) and Treasurer. Qualifications Roles at this level typically require a university / college degree and higher level education such as a Masters degree, PhD, or certifications. 12+ years of experience in market risk, counterparty, ALM/Interest Rate Risk modeling role At least 5 years of prior management experience is typically required. Strong Python and Model Development Skills Proven leadership experience with a large scope of responsibility is required. We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti...
Quantitative Execution Strategist - US Equities Selby Jennings Manhattan, United States Junior Options Trader Selby Jennings Manhattan, United States Director of Trading Product Management Selby Jennings Manhattan, United States Director of Reinsurance Accounting Selby Jennings Manhattan, United States VP - Liquidity Risk Management Selby Jennings Manhattan, United States Head of ALM Selby Jennings Manhattan, United States Head of Trade Surveillance Data Quality Selby Jennings Manhattan, United States Crypto PM Selby Jennings Manhattan, United States C++ Quantitative Developer Selby Jennings Manhattan, United States Crypto Portoflio Manager Selby Jennings Manhattan, United States More jobs from the company Boost your career
Boost your career Find thousands of job opportunities by signing up to eFinancialCareers today.
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