Job Description
Join Sterling Capital Partners, a premier investment banking firm, as we revolutionize financial risk management for Fortune 500 clients. As a Senior Financial Risk Analyst, you'll be instrumental in developing sophisticated models that safeguard institutional portfolios while driving strategic growth opportunities. This role offers unparalleled exposure to complex derivatives trading, credit risk assessment, and regulatory compliance frameworks in the heart of Wall Street.
We're seeking a visionary professional to enhance our quantitative analytics capabilities and mentor junior analysts in our state-of-the-art downtown Manhattan office. If you thrive in high-stakes environments and possess a passion for innovative financial solutions, this is your opportunity to shape the future of risk management.
Responsibilities
- Design and implement advanced VaR (Value at Risk) models for multi-asset portfolios
- Conduct stress testing scenarios and capital adequacy analyses under Basel III/IV frameworks
- Lead cross-functional teams in developing counterparty risk mitigation strategies
- Create executive dashboards visualizing portfolio exposure and risk-adjusted returns
- Develop proprietary algorithms for real-time market risk monitoring
- Author regulatory reports for SEC, OCC, and Federal Reserve submissions
- Mentor junior analysts on quantitative methodologies and best practices
Qualifications
- Master's degree in Finance, Mathematics, or Quantitative Economics
- 5+ years of experience in investment banking or financial services risk management
- Expert proficiency in Python, R, and SQL with financial modeling libraries
- CFA Charterholder or FRM certification required
- Demonstrated experience with derivatives pricing and credit risk models
- Deep understanding of regulatory capital requirements (Basel III/IV, Dodd-Frank)
- Exceptional presentation skills with ability to articulate complex concepts to C-suite
- Proven track record of developing risk management frameworks from inception