What are the responsibilities and job description for the Market Risk - AI & Automation, Associate position at Sud Recruiting?
Join a Global Leader in Banking!
Overview: Passionate about trading and data innovation? In this role, you’ll own the full lifecycle of market risk capital while engineering smarter processes, eliminating bottlenecks, and leveraging AI to automate reporting and stress testing. Your work will deliver real-time insights that empower traders to anticipate liquidity needs to navigate economic storms with confidence.
If you thrive in fast-paced environments and love solving complex challenges with creativity and technology, this is your opportunity to make an impact.
What Will You Do:
- Capital Estimation & Analysis: Lead market risk capital calculations across banking, broker-dealer, and derivatives activities under Basel III.
- Risk Analytics: Analyze and explain drivers of capital movements, reconcile regulatory differences, and use statistical techniques to forecast risk capital and model “what-if” scenarios under changing market conditions.
- AI-Enhanced Reporting using Machine Learning, LLMs, NLP: Build automated reporting frameworks using AI and advanced analytics for real-time insights, rigorous data validation, and dynamic commentary.
- Process Optimization: Redesign workflows to eliminate inefficiencies, reduce manual touchpoints, and implement automation strategies for sustainable improvements.
- Data Integration: Collaborate across business units to standardize data definitions, integrate sources, and maintain robust controls.
- Decision Support: Deliver actionable insights to senior management on how capital changes impact business strategy and resource allocation.
- Regulatory & Audit Readiness: Prepare clear, data-backed responses for regulatory and audit inquiries with strong traceability.
More Info:
- Full-time 4X's in their NYC office 1 day WFH
Responsibilities/Experience:
Education: Bachelor’s degree in a quantitative field strongly preferred.
Experience: Financial resource management (FRM) or risk management expertise required. Familiarity with trading products, including equities, bonds, ABS/MBS, and derivatives.
Technical Skills: Proficient in MS Excel, SQL, and Python. Experience with automation and AI tools (Python ML libraries, NLP, RPA), BI platforms (Power BI, Tableau), and version control (Git).
Other understanding of market risk (Greeks, VaR, stress testing) and/or credit risk (PD, LGD, EAD). Strong communication skills and client-facing experience.
Ping Me: sunil@sudrecruiting.com
Salary : $115,000 - $125,000