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