Job Description
Join GlobalTrust Bank's elite Risk Management team and shape the future of financial stability in one of the world's most dynamic markets. We're seeking a visionary Senior Financial Risk Analyst to develop cutting-edge risk mitigation strategies while driving innovation in quantitative modeling. This role offers unparalleled exposure to complex derivatives portfolios, regulatory compliance frameworks, and high-stakes decision-making at the intersection of finance and technology.
As a key member of our New York headquarters, you'll collaborate with C-suite executives to safeguard $200B+ in assets while contributing to our mission of redefining risk management in the digital age. We offer competitive compensation, comprehensive benefits, and a culture that champions continuous learning and professional growth.
Responsibilities
- Design and implement advanced VaR models for fixed income and equity derivatives portfolios
- Lead stress testing scenarios under Basel IV and CCAR regulatory frameworks
- Develop machine learning algorithms for early warning systems in credit risk detection
- Present risk assessments to executive stakeholders and board committees
- Mentor junior analysts and drive continuous improvement in risk methodologies
- Coordinate with global teams on cross-border risk exposures and hedging strategies
Qualifications
- Master's degree in Finance, Mathematics, Statistics, or quantitative field
- 5+ years in financial risk management at Tier 1 institutions
- Expertise in Python/R for quantitative modeling and SAS for regulatory reporting
- CFA or FRM certification required
- Proven experience with derivatives pricing and counterparty risk modeling
- Deep understanding of IFRS 9 and CECL accounting standards
- Strong presentation skills with ability to translate complex analytics to non-technical audiences