1st Line Clearing Risk Analyst

Marex Spectron • $80K — $95K *

New York, NY 10025In-Person

Finance & Insurance

Less than 5 years of experience

Today

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Job Overview by Ladders

Qualifications

Bachelor's degree in Finance, Mathematics, Economics, or related field
1-3 years of experience in market risk management or analytical roles
Strong understanding of financial products and market risk concepts
Proficiency in Excel; familiarity with Bloomberg and TS Imagine
Programming skills in Python or VBA are a plus
Excellent verbal and written communication skills
Experience in a regulated environment with knowledge of compliance requirements

Responsibilities

Monitor and assess market risks across trading portfolios
Conduct analysis of key market risk measures like VaR and stress tests
Evaluate portfolio risk exposures to align with the firm's risk appetite
Collaborate with teams to enhance risk measurement methodologies
Identify and monitor emerging risks and concentrated positions
Assist in establishing and maintaining risk limits and alert systems
Communicate risk insights and recommendations to senior management

Benefits

Flexible work schedule including weekends and holidays
Opportunities for professional development and continuous improvement
Collaborative work environment with cross-departmental interaction
Exposure to senior management and strategic decision-making
Engagement in a culture of risk awareness and compliance

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Full Job Description

Role Summary

The 1st Line Clearing Risk Analyst will play a key role in supporting the firm's front-line risk management function. This position is responsible for monitoring, assessing, and communicating market risks across trading portfolios, ensuring that risk-taking activities remain aligned with the firm's risk appetite. The successful candidate will combine strong analytical ability with effective communication and collaboration skills to provide actionable insights to senior stakeholders.

Overall Responsibilities

This position requires a flexible schedule. This role will operate on a non-traditional schedule with Team members expected to work one weekend day each week i.e. either Saturday or Sunday, holidays and after-hours shifts, as business needs dictate. Specific schedules will be communicated in advance
Conduct ongoing review and analysis of key market risk measures, including Value-at-Risk (VaR), Greeks, and stress tests
Evaluate portfolio and transaction-level risk exposures, influencing outcomes in line with the firm's risk appetite
Collaborate with Risk Engineering and other teams to develop and enhance risk measurement methodologies, models, and stress testing frameworks
Identify and monitor emerging risks, including basis risks and concentrated positions
Assist in the establishment and maintenance of risk limits, thresholds, and alert systems
Assess the potential impact of macroeconomic and geopolitical events on portfolio vulnerabilities
Communicate risk insights, findings, and recommendations to senior management and relevant stakeholders in a clear and timely manner
Contribute to the continuous improvement of the firm's risk culture through education, information sharing, and collaboration
All employees are expected to understand and comply with any Sarbanes Oxley operational requirements relevant to their role
Ensuring compliance with the company's regulatory requirements under the SEC, FINRA, NFA, CFTC and other applicable exchanges
Adhere to the operational risk framework for your role ensuring that all regulatory or company determined parameters are complied with
Role model for demonstrating highest level standards of integrity and conduct and reflecting Company Values
At all times complying with Marex's Code of Conduct
To ensure that you are fully aware of and adhere to internal policies that relate to you, your role or any other activities for which you have any level of responsibility
To report any breaches of policy to Compliance and/ or your supervisor as required
To escalate risk events immediately
To provide input to risk management processes, as required

The Company may require you to carry out other duties from time to time.

Competencies, Skills, and Experience

Competencies

Demonstrates curiosity
Resilient in a challenging, fast-paced environment
Excels at building relationships, networking and influencing others
Strategic collaborator with insight and agility, able to anticipate future challenges, ensuring operational effectiveness
Demonstrated problem-solving ability, analytical rigor, and a control-focused mindset.
Excellent communication skills, with the ability to convey complex information to diverse audiences, including senior management
Collaborative attitude with the ability to work effectively across departments and levels of seniority

Skills and Experience

Bachelor's degree or higher in Finance, Mathematics, Economics, or a related quantitative discipline
1 to 3 years' of experience in market risk management or a comparable analytical role
Strong understanding of financial products, risk/reward dynamics, and market risk concepts, including VaR, stress testing, and Greeks
Proficiency in Excel and familiarity with Bloomberg and TS Imagine; ability to adapt to proprietary systems
Programming skills (e.g., Python, VBA) are advantageous
Excellent verbal and written communication skills
Experience working in a regulated environment and knowledge of the risk and compliance requirements associated with this

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About Marex Spectron

Marex Spectron is a leading global commodities broker that provides a range of services to clients in the energy, metals, agriculture, and financial markets. The company offers a wide range of trading and hedging solutions, as well as market intelligence and research. Marex Spectron has a global presence, with offices in Europe, Asia, and North America. The company was formed in 2011 through the merger of Marex Financial and Spectron Group, and is headquartered in London, UK.

Learn more about Marex Spectron

Size

700 employees

Industry

Finance & Insurance

Founded

2005

* Ladders Estimates

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