#68 - Polypath Market Risk

Skill and task to be completed

Location: NY, hybrid onsite position in Madison Ave. offices

Start: ASAP

Duration:

Rate Cap: 1600USD/day

PolyPath Market Risk Specialist

We are looking for an experienced professional with strong technical and business knowledge to support market risk activities, with a focus on fixed income products and PolyPath.

Key Requirements

1. Expert-level knowledge of PolyPath.
2. Strong programming skills in Python and Java.
3. Solid business knowledge of market risk within the banking industry.
4. Desirable experience of 10+ years in banking or financial services.
5. Strong understanding of fixed income products.
6. Knowledge of additional financial products is a plus.
7. Experience with structured products is highly desirable, especially:
8. Mortgage-Backed Securities
9. Collateralized Mortgage Obligations
10. Other securitized or structured fixed income products
11. Ability to work with both technical and business teams.
12. Strong analytical skills and ability to explain risk concepts clearly.
13. Experience supporting risk models, valuation tools, or market risk systems is preferred.

Nice to Have

1. Experience working with front office, risk, finance, or model teams.
2. Understanding of pricing, sensitivities, stress testing, VaR, or scenario analysis.
3. Experience in large banking environments or regulated financial institutions.

Summary

The ideal candidate is a senior market risk professional with deep PolyPath expertise, strong Python and Java skills, and broad fixed income product knowledge, particularly in structured products such as MBS and CMOs.