Bank Investment Risk Specialist Senior (Market Risk)

Location: Pittsburgh, Pennsylvania, United States

Company

hirify.global is a financial services company providing banking and financial products.

What you will do

• Operate financial models for market risk, liquidity risk, capital adequacy, regulatory reporting, and credit or counterparty exposures.
• Maintain risk management models by reviewing data sources, documentation, and outputs.
• Analyze Value-at-Risk, Potential Future Exposure, economic capital, liquidity stress tests, backtesting, and P&L attribution.
• Assess movements in risk parameters and their impact on risk exposures.
• Lead analytical projects from solution design and data integrity evaluation through documentation and implementation.
• Partner with model developers on the design and user acceptance testing of market risk models and reporting infrastructure.

Requirements

• Master's degree in Computational Finance, Financial Engineering, Statistics, or Applied Mathematics.
• At least one year of relevant financial industry experience in market risk management, capital analysis, risk evaluation, and statistical modeling.
• Experience with financial instruments and markets, interest-rate risk, corporate credit risk, asset pricing, portfolio analysis, Value-at-Risk, and stress testing.
• Knowledge of regression, statistical inference, time-series analysis, stochastic calculus, Monte Carlo methods, optimization, and finite-difference methods for partial differential equations.
• Experience managing complex financial datasets, reconciling discrepancies, and supporting risk-based capital compliance.
• Financial computing experience with VBA, SQL, R, C++, and Python.

Culture & Benefits

• Medical, prescription, dental, and vision coverage options.
• Life insurance, short- and long-term disability protection, and parental leave.
• Paid holidays, vacation days, and occasional absence time.
• 401(k), pension, stock purchase, dependent care, and educational assistance programs.
• Back-up child and elder care, adoption assistance, and wellness programs.