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Market Risk Jobs in New Jersey (NOW HIRING)

LHH US

Quantitative Analyst

Jersey City, NJ

$48.43/hr

Working closely with the Market Risk Methodology Line of Business Risk Managers and Technology teams. * The candidate will work to enhance our overall risk management capabilities and provide support ...

Deloitte

Financial Risk Manager

Morristown, NJ

Engage with industry participants on market trends, competitive activities, and topic-specific ... Credit Risk, Liquidity Risk, Market Risk, Capital Management/Stress Testing * Knowledge of ...

2755 Barclays Services Corpor

NJ · On-site

You will create data maps, lead a small team, and partner with business users to onboard data for Market Risk platforms. The role requires strong coding, testing practices, and mentoring skills, with ...

2755 Barclays Services Corpor

NJ · On-site

You will create data maps, lead a small team, and partner with business users to onboard data for Market Risk platforms. The role requires strong coding, testing practices, and mentoring skills, with ...

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Showing results 21-40

All JobsMarket Risk JobsMarket Risk Jobs in New Jersey

Market Risk information

See New Jersey salary details

$66K

$110K

$147.7K

How much do market risk jobs pay per year?

As of Aug 8, 2026, the average yearly pay for market risk in New Jersey is $109,983.00, according to ZipRecruiter salary data. Most workers in this role earn between $81,200.00 and $133,000.00 per year, depending on experience, location, and employer.

What are common challenges faced by market risk professionals, and how can they be effectively managed?

Market Risk professionals often face the challenge of rapidly changing market conditions and the need to respond to unexpected volatility. Keeping up with regulatory requirements and ensuring data accuracy for risk models can also be demanding. Effective management of these challenges involves staying updated with market trends, regularly back-testing models, and collaborating closely with trading desks and compliance teams. Building strong analytical skills and maintaining open communication across departments are key to navigating the complexities of the role.

How to get into market risk?

To enter market risk, candidates typically need a bachelor's degree in finance, economics, or a related field, along with strong analytical skills and knowledge of financial markets. Relevant certifications such as the Financial Risk Manager (FRM) or Professional Risk Manager (PRM) can enhance prospects, and experience with risk management tools and programming languages like Excel, SQL, or Python is beneficial.

What is market risk?

Market risk refers to the possibility of an investor experiencing losses due to factors that affect the overall performance of the financial markets. This can include changes in interest rates, currency exchange rates, equity prices, or commodity prices. Market risk is inherent in any investment and is typically measured by volatility or the likelihood of market prices moving unfavorably. Managing market risk involves identifying, analyzing, and taking steps to mitigate potential losses. Professionals in market risk roles often use quantitative methods and models to assess and manage this risk for financial institutions.

What are the key skills and qualifications needed to thrive as a market risk analyst, and why are they important?

To thrive as a Market Risk Analyst, you need a strong foundation in quantitative analysis, financial modeling, and a relevant degree in finance, mathematics, or economics. Familiarity with risk management systems, financial databases (such as Bloomberg), and certifications like FRM or CFA are highly valued. Strong analytical thinking, attention to detail, and effective communication skills help you interpret data and convey risks clearly to stakeholders. These abilities are crucial for accurately assessing market exposures and supporting informed decision-making in volatile financial environments.

What is the difference between Market Risk vs Credit Analyst?

AspectMarket RiskCredit Analyst
Primary FocusAssessing risks from market movements, such as interest rates, currency, and equity pricesEvaluating the creditworthiness of borrowers and assessing credit risk
Required CredentialsTypically a degree in finance, economics, or related fields; certifications like FRM or CFASimilar credentials, often CFA or credit-specific certifications
Work EnvironmentFinancial institutions, trading desks, risk management departmentsBanks, lending institutions, credit agencies
Industry UsageCommonly used in investment banks, asset managers, and hedge fundsUsed across banking, lending, and credit risk sectors

While both roles require strong financial knowledge and certifications like CFA, Market Risk professionals focus on analyzing risks from market fluctuations, whereas Credit Analysts evaluate the creditworthiness of borrowers. Both roles are vital in financial institutions but serve different risk management functions.

What are the most commonly searched types of Market Risk jobs in New Jersey? The most popular types of Market Risk jobs in New Jersey are:
What are popular job titles related to Market Risk jobs in New Jersey? For Market Risk jobs in New Jersey, the most frequently searched job titles are:
What job categories do people searching Market Risk jobs in New Jersey look for? The top searched job categories for Market Risk jobs in New Jersey are:
What cities in New Jersey are hiring for Market Risk jobs? Cities in New Jersey with the most Market Risk job openings:
Market Risk jobs near you
Infographic showing various Market Risk job openings in New Jersey as of August 2026, with employment types broken down into 84% Full Time, 13% Part Time, and 3% Contract. Highlights an 87% Physical, 4% Hybrid, and 9% Remote job distribution, with an average salary of $109,983 per year, or $52.9 per hour.

Quantitative Developer / Market Risk

Motion Recruitment Partners, LLC

Jersey City, NJ • On-site

Other

Posted 6 days ago

Job description

Grow your career as a Quantitative Developer ( Market Risk) with an innovative global bank in Jersey City, NJ. Contract role with strong possibility of extension. Will require working a hybrid schedule 3 days onsite per week.
Join one of the world's most renowned global banks and trusted brand with over 200 years of continuously evolving financial services worldwide. You will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.
Contract Duration: 6 Months
Required Skills & Experience
  • A degree in Computer Science, Engineering, or a related technical field.
  • 10+ years of professional experience with a proven track record of designing, building, and running applications on massive-scale compute grids.
  • Expert-level, hands-on experience with at least one major public cloud provider (AWS or Google Cloud Platform), including their batch processing, container, and serverless offerings.
  • Deep expertise in containerization and orchestration technologies (Docker, Kubernetes).
  • Strong programming skills in languages common to high-performance computing, such as C++ and Python.
  • Prior experience in a similar role within the financial industry (e.g., running large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids) is highly desirable.
  • A strong background in distributed systems, performance tuning, and infrastructure-as-code principles.
  • Exceptional problem-solving skills, with an ability to diagnose and resolve complex issues in a high-pressure, large-scale environment.
  • Excellent communication skills and the ability to work effectively with quantitative research, trading, and risk management teams.
What You Will Be Doing
  • Architect, build, and manage a massive-scale, distributed compute grid on public cloud platforms (AWS, Google Cloud Platform) for running financial pricing models.
  • Design and implement the orchestration layer responsible for distributing millions of pricing tasks efficiently across hundreds of thousands of CPU/GPU cores.
  • Deploy, manage, and version control a diverse library of quantitative pricing models, ensuring they run optimally in a distributed environment.
  • Obsessively monitor and optimize the performance, cost, and resource utilization of the cloud grid, driving continuous efficiency improvements.
  • Collaborate with quantitative development teams to seamlessly integrate new and updated pricing models into the production grid.
  • Engineer the data logistics to ensure that the correct market data, trade data, and model configurations are available for every calculation at runtime.
  • Ensure the pricing engine is highly available, resilient, and capable of meeting stringent recovery time objectives.

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