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Part of Phaidon International
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A leading Investment Bank in NYC is seeking a Vice President to join a newly established Capital Risk Management team in New York. This is an exciting opportunity to help build and enhance the independent second-line oversight framework for capital management across a complex and growing bank.The successful candidate will play a highly visible role...
A large American Investment Bank, who has significantly grown their Interest Rate Risk team over the last 12 months is looking to hire an AVP/VP level candidate on their IRRBB Management team to oversee Interest Rate Risk arising within their US Legal Entities. This individual will sit in the greater 2nd line Market Risk Management and provide Inte...
A leading global investment bank is seeking an Associate to join their Modeling Counterparty Risk team.This role will play a key part in the oversight, enhancement, and ongoing performance monitoring of counterparty risk models used to measure derivatives exposure across global markets. The successful candidate will partner closely with Risk, Front...
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A leading global investment bank is seeking an Associate to join their Counterparty Risk Modeling team.This role will play a key part in the oversight, enhancement, and ongoing performance monitoring of counterparty risk models used to measure derivatives exposure across global markets. The successful candidate will partner closely with Risk, Front...
A leading global financial institution is looking to bring on a VP level candidate to their Portfolio Risk team. This person will be responsible for analyzing the firm's overall portfolio risk using different risk metrics and stress tests, monitor large risk concentration across the portfolio, evaluate the risk versus return on the portfolio and re...
A Leading Financial Organization is seeking to hire a Quantitative Risk Manager into its Quantitative Risk Management team in Chicago. This individual will play a critical role in the development, review, and enhancement of quantitative models supporting margin methodologies, clearing fund calculations, stress testing frameworks, and risk analytics...
Selby Jennings offers a broad selection of market risk jobs across investment banks, hedge funds, asset managers, and fintech firms. Employers we partner with seek professionals with expertise in risk analytics, stress testing, VaR modeling, and regulatory reporting.
Whether you're a market risk analyst, risk manager, or quantitative strategist, we connect you with roles that align with your technical skills and career ambitions. Explore opportunities in trading risk, scenario analysis, and market exposure management. Advance your career in market risk with Selby Jennings.