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Market Risk Advisor Jobs (NOW HIRING)

WithCoverage

Lead Risk Advisor

Philadelphia, NY · On-site

$140K - $190K/yr

Lead Risk Advisor Location: New York, NY, Philadelphia About WithCoverage : WithCoverage replaces ... Actual compensation will vary based on individual factors, including market location, relevant ...

WithCoverage

Lead Risk Advisor

Philadelphia, NY · On-site

$140K - $190K/yr

Lead Risk Advisor Location: New York, NY, Philadelphia About WithCoverage : WithCoverage replaces ... Actual compensation will vary based on individual factors, including market location, relevant ...

Societe Generale

Senior Risk Officer

New York, NY · On-site

The Risk Advisor covers: * Agency Scope: Prime Services & Clearing (PSC) activities within the ... Identifies emerging risks (market events, client-related early warnings) and escalates to MARK ...

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Market Risk Advisor information

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$45

How much do market risk advisor jobs pay per hour?

As of Sep 11, 2026, the average hourly pay for market risk advisor in the United States is $25.93, according to ZipRecruiter salary data. Most workers in this role earn between $18.51 and $29.81 per hour, depending on experience, location, and employer.

What are popular job titles related to Market Risk Advisor jobs?

For Market Risk Advisor jobs, the most frequently searched job titles are:

Senior Market Risk - Distressed Debt

New York, NY • On-site

Ashton Lane Group, Inc
See more jobs at Ashton Lane Group, Incexternal

Full-time

Re-posted 6 days ago

Job description

Senior Market Risk - Distressed Debt
 
Market risk leadership position supporting the credit trading/distressed team of an international investment bank
 
Responsibilities:
 
  • Effectively risk manage all relevant risk factors inherent to the trading of distressed instruments (market risk, legal risk, idiosyncratic and restructuring risk)
  • Conduct quantitative and qualitative risk analysis on distressed debt instruments both prior to and post trade execution
  • Provide recommendations and analysis on risk mitigation strategies
  • Proactively assess positions including deep dive investigations of large P&L and/or risk movements, and quantify existing and new risks while providing cogent commentary to senior stakeholders.
  • Assist in the definition, review and implementation of limits and ensure risk is well monitored and reported.
  • Participate in the development of new and enhanced risk tools
  • Perform impact analysis of new models including testing for valuation and risk across the HY book(s)
  • Develop and compute Stress‐test scenarios and analyze the results.
  • Ensure updated and relevant reserves and Prudent Valuation methodologies are in place.
     
    Requirements:
     
  • Relevant quantitative market risk management experience
  • Strong knowledge of fundamental credit analysis and/or financial modelling skills gained from prior experience within corporate credit analysis.
  • Strong knowledge of restructuring process and associated trading strategies
  • Understanding quantitative risk measures and related modeling / methodology
  • Ability to understand, identify, and communicate key risks associated with a variety of processes and transaction structures.
  • Experience in credit trading (High Yield Cash/CDS) preferred
  • Masters degree in a quantitative discipline (e.g., statistics, physics, math)
     
    For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
     
    Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
     
    Ashton Lane Group® “A trusted advisor throughout your career”