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A leading American Investment Bank is looking to hire a Managing Director to lead their Market Risk Modeling group in Chicago. This individual will play a key role in the development, enhancement, and governance of market risk models supporting regulatory capital, risk measurement, and quantitative analytics across a complex global markets environm...
A leading American Investment Bank is seeking to hire a Director within its Market Risk Quantitative Analytics team in Chicago. This individual will play a key role in the development, enhancement, and implementation of market risk and stress testing models supporting regulatory capital, risk measurement, and quantitative analytics across a complex...
A Tier 1 investment bank is looking to bring on a VP level candidate to their equities market risk team to cover their local exotics, flow, and corporate derivatives desks in New York City.This person will be responsible for working directly with traders to assess risk usage and limit usage for the firms equities trading business. They will partner...
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A global investment bank is looking to bring on a VP of Prime Services Risk to their team based in their New York office.This person will be responsible for managing risk across prime, counterparty credit, and business and developing the risk framework which includes margin risk methodologies. This person will also collaborate with various teams su...
A global investment bank is looking to bring on a Director of Prime Services Risk to their team based in their New York office. This role will report to the Global Head of Prime Risk and manage a small team in the US.This person will be responsible for leading the US Prime Risk business and developing the risk framework which includes margin risk m...
A leading Global Financial Institution in NYC is seeking a Director to join its Counterparty Credit Risk function focused on SIMM Models, PFE modeling, VaR modeling and portfolio risk analysis. This is an exciting opportunity to help drive the firm's quantitative counterparty credit risk framework while supporting the development and enhancement of...
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.