Risk Analyst at ICE in US-NY-New York

Summary: ICE is a leading global financial exchange, and they are seeking a front office risk analyst to assist senior risk managers in overseeing risk management practices. The role involves conducting mathematical analysis, enhancing risk models, and collaborating on new risk initiatives and products. Responsibilities: - Conduct mathematical/statistical analysis to calibrate and enhance risk models - Ensure the risk management framework and risk policies are being adhered to and are consistent with regulatory and industry standards - Assist with identifying areas where the risk models, risk management processes, or infrastructure can be improved - Enhance documentation of risk processes, procedures and models - Assist with communication with representatives from clearing members, risk committees and senior management of ICE - Build and maintain risk management reports for the ICE Clear Europe board, various ICE Clear Europe risk committees and the regulators overseeing ICE Clear Europe - Monitor model performance tests and assess the appropriateness of models in order to demonstrate policy adherence - Collaborate with a group of colleagues on key policy and methodology development - Conduct project work and run thematic or ad-hoc market research on relevant risk topics Required Qualifications: - Master's Degree in Mathematical Finance or equivalent degree - Attention to detail and strong problem-solving skills with the ability to balance trade-offs - Prior experience in risk management as a risk analyst or relevant professional experience (at an investment bank, hedge fund or clearing house) - Ability to be a team player and to collaborate with other teams - Ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner - Excellent written and verbal communication skills Preferred Qualifications: - Strong knowledge in financial derivatives products in multiple asset classes - Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models - Experience with SQL and Python Required Skills: Risk management, Financial derivatives, Value at Risk models, Liquidity Risk models, Backtesting, Stress testing, SQL, Python, Mathematical/statistical analysis Benefits: Healthcare coverage (medical, dental and vision), A 401(k) plan, Life insurance, Time off, Paid leave for qualifying circumstances