Market Risk Analytics Associate: Stress Testing & AI

A leading financial institution in New York seeks an Associate in Market Risk Analytics. This role involves developing models for market shock scenario design and stress testing, interpreting model outputs, and collaborating with IT teams. Candidates should have a degree in Quantitative Finance or a similar field, with at least two years' experience in quantitative finance or risk management. Proficiency in Python and familiarity with AI tools are highly valued. This hybrid role requires in-office attendance three days a week. #J-18808-Ljbffr