Job Description
Join Sterling Capital Group's elite risk management division to safeguard multi-billion-dollar portfolios in the heart of global finance. We're seeking a strategic thinker to pioneer quantitative risk frameworks that directly impact market stability and client wealth. This role offers unparalleled exposure to emerging fintech innovations while working alongside C-suite executives in our state-of-the-art Manhattan headquarters. You'll shape the future of financial resilience through cutting-edge analytics and collaborative decision-making.
Responsibilities
- Develop and implement advanced VaR models for institutional portfolios exceeding $5B AUM
- Lead stress testing scenarios for market, credit, and operational risks under IFRS 9 standards
- Collaborate with trading desks to design real-time risk mitigation strategies
- Present quarterly risk assessments to Federal Reserve regulators and board committees
- Automate risk reporting workflows using Python and SQL to reduce manual processing by 40%
- Mentor junior analysts on Basel III compliance frameworks and regulatory best practices
Qualifications
- Master's degree in Quantitative Finance, Mathematics, or Statistics from Tier 1 institution
- 5+ years of experience in investment banking risk management or asset management
- Expert proficiency in Python (Pandas, NumPy) and SQL for financial modeling
- CFA/FRM charterholder designation or advanced progress toward certification
- Demonstrated experience with regulatory reporting (Dodd-Frank, EMIR)
- Strong understanding of derivative pricing and counterparty risk methodologies
- Proven ability to translate complex risk concepts into executive-level insights