Market Risk Time Series Analyst

Job Details:

Title:

Market Risk Time Series Analyst Location:

Jersey City, NJ 07310

Duration:

05 months of contract |

Hybrid Pay Range:

$60/Hr. to $84/Hr.

Benefits:

The Company offers the following benefits for this position, subject to applicable eligibility requirements: medical insurance, dental insurance, vision insurance, 401(k) retirement plan, life insurance, long-term disability insurance, short-term disability insurance, paid parking/public transportation, (paid time , paid sick and safe time , hours of paid vacation time, weeks of paid parental leave, paid holidays annually - AS Applicable)

Job Description:

Data governance initiatives for historical market data used in: Value at Risk (VaR) Stressed Value at Risk (SVaR) Other Market Risk metrics Perform quantitative analysis on large financial datasets and time series data Support implementation, testing, validation, and rollout of Market Risk models Work with Market Risk Methodology and Technology teams to enhance risk management capabilities Analyze market data infrastructure, risk architecture, and data flows across enterprise risk platforms Translate business and risk requirements into system and platform requirements Ensure completeness, integrity, and accuracy of Market Risk models and associated datasets Conduct portfolio impact analysis related to process changes and model enhancements Strong understanding of: VaR SVaR Market Risk methodologies Financial time series analysis