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Senior Associate Quantitative Liquidity & Market Risk (Model Development & Analytics)

Madison-Davis

Metropark, NJ

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JOB DETAILS
SALARY
SKILLS
Analysis Skills, Automation, Bank Stress Testing, Benchmarking, Best Practices, Calibration, Data Management, Data Sets, Large-Scale Systems, Liquidity, Market Analysis, Model Validation, Performance Analysis, Performance Modeling, Process Improvement, Production Systems, Quantitative Analysis, Quantitative Risk Assessment (QRA), Regulations, Risk, Risk Analysis, Risk Modeling, Stock Market, Stress Modeling, Stress Testing, Training Data Sets, Trend Analysis
LOCATION
Metropark, NJ
POSTED
16 days ago

Title: Senior Associate Quantitative Liquidity & Market Risk (Model Development & Analytics)

Office Status: Hybrid New York, NY

Base Salary: $90, 000 $105, 000




Overview:

A globally recognized financial market infrastructure organization is seeking a Senior Associate to join its Liquidity & Market Risk team with a strong emphasis on quantitative modeling and risk analytics. This group plays a critical role in ensuring the stability of large-scale settlement systems, with a focus on model development, validation, and enhancement across liquidity and market risk frameworks. The role offers deep exposure to regulatory-driven stress testing, complex risk modeling, and hands-on work with large datasets in a highly analytical environment.




Key Responsibilities:
  • Develop, enhance, and maintain quantitative liquidity and market risk models supporting settlement system risk oversight
  • Perform model performance monitoring, validation, and recalibration in line with model risk governance standards
  • Design and implement benchmarking frameworks to assess and validate internal risk models against external or alternative approaches
  • Build and refine stress testing models to evaluate liquidity shortfalls, member default scenarios, and system-wide risk impacts
  • Conduct advanced quantitative analysis of liquidity and market risk exposures under normal and stressed conditions
  • Enhance modeling methodologies used in risk measurement, including scenario design and parameter calibration
  • Analyze large, complex datasets to identify risk drivers, anomalies, and emerging trends impacting settlement liquidity
  • Support automation and optimization of model workflows and risk analytics processes to improve efficiency and scalability
  • Produce model-based risk reporting and quantitative insights for senior management, committees, and regulatory stakeholders
  • Partner with technology, risk, and operations teams to integrate models into production systems and improve data pipelines
  • Contribute to ongoing refinement of risk frameworks, ensuring alignment with regulatory expectations and industry best practices

About the Company

M

Madison-Davis