PolyPath Market Risk Specialist - Local to NY

Position: PolyPath Market Risk Specialist
Location: New York (Hybrid)

Requirement:
We are hiring an experienced PolyPath Market Risk Specialist for a leading Banking & Financial Services domain client. The ideal candidate should have strong expertise in PolyPath, Python, Java, and Market Risk, with hands-on experience supporting fixed income and structured products in enterprise banking environments.

Required Experience:

• 8+ years in Banking, Capital Markets, or Financial Services
• Expert-level experience with PolyPath
• Strong Python & Java development skills
• Deep understanding of Market Risk and Fixed Income products
• Experience with MBS, CMOs, and other structured products
• Knowledge of VaR, Stress Testing, Scenario Analysis, and Pricing/Valuation
• Strong communication and stakeholder management skills