Financial Manager (Risk & Quantitative Financial Analysis) :: Jersey City NJ :: Hybrid (3 days onsite, 2 days remote)
Experienced Senior Quantitative Financial Analyst with 7–10+ years of expertise in market risk infrastructure, quantitative data analysis, and enterprise risk platform management within large financial institutions. Strong background supporting Value at Risk (VaR), Stressed Value at Risk (SVaR), and market risk methodologies through historical market data governance, time series analysis, and risk system enhancement initiatives. Skilled in SQL, Python, risk data architecture, and large-scale data management with proven experience collaborating across Market Risk Methodology, Risk Management, and Technology teams to support model implementation, testing, regulatory initiatives, and risk process optimization.
Adept at translating complex quantitative and market risk concepts into scalable business and technology solutions while ensuring data integrity, operational efficiency, and regulatory compliance.
WHAT YOU WILL DO
- Lead data governance initiatives for historical market data supporting Value at Risk (VaR), Stressed Value at Risk (SVaR), and critical market risk calculations.
- Perform quantitative data analysis and financial time series analysis across large-scale market risk datasets.
- Partner closely with Market Risk Methodology, Line of Business Risk Managers, and Technology teams to enhance enterprise market risk platforms and infrastructure.
- Support implementation, testing, validation, and rollout of VaR and S-VaR market risk models within large-scale risk systems.
- Analyze market risk data flows, risk architecture, and infrastructure processes to ensure completeness, accuracy, and operational efficiency.
- Contribute to business design discussions and define system requirements for market risk platforms, data pipelines, and reporting frameworks.
- Monitor and assess key market risk drivers across products, business lines, and firm-wide portfolios.
- Conduct portfolio impact analysis related to process changes, system enhancements, and regulatory updates.
- Provide market risk oversight and quantitative support for new product development, regulatory changes, and evolving business requirements.
- Collaborate cross-functionally to improve market risk processes through innovative problem-solving and scalable risk management solutions.
WHAT YOU WILL BRING
- 7–10+ years of experience in Market Risk, Quantitative Financial Analysis, Risk Infrastructure, or Financial Risk Management environments.
- Strong experience with market risk platforms, risk systems, data governance, and enterprise risk infrastructure.
- Expertise in quantitative analysis, financial time series analysis, and large dataset management.
- Hands-on programming experience with SQL and Python for risk analytics, data processing, and reporting automation.
- Solid understanding of Value at Risk (VaR), Stressed Value at Risk (SVaR), and market risk methodologies.
- Knowledge of market data infrastructure, risk architecture, data pipelines, and risk system controls.
- Experience supporting model implementation, testing, validation, and monitoring within large-scale financial systems.
- Strong analytical, communication, and stakeholder management skills with the ability to collaborate across business and technology teams.
- Advanced proficiency in Excel, PowerPoint, and quantitative reporting tools.
- Master’s degree (MBA/MS) or equivalent in Finance, Economics, Accounting, Computer Science, Mathematics, or other quantitative disciplines preferred.
📍 Location: Jersey City NJ :: Hybrid (3 days onsite, 2 days remote)
💵 Pay: $82/hr. - $84/hr.
If you have an interest in the
Quantitative Financial Analyst
please apply now!
Benefit offerings include medical, dental, vision, life insurance, short-term disability, additional voluntary benefits, EAP program, commuter benefits and 401K plan. Our program provides employees the flexibility to choose the type of coverage that meets their individual needs. Available paid leave may include Paid Sick Leave, where required by law; any other paid leave required by Federal, State, or local law; and Holiday pay upon meeting eligibility criteria.
Equal Opportunity Employer/Veterans/Disabled To read our Candidate Privacy Information Statement, which explains how we will use your information, please navigate to
https://www.lhh.com/us/en/candidate-privacy The Company will consider qualified applicants with arrest and conviction records in accordance with federal
