Risk manager jobs in Springfield, NJ - 4,392 jobs

The Senior Manager, Financial Planning & Analysis for Marketing and Ecommerce will serve as a strategic finance partner to the Marketing and Ecommerce teams. This role will be responsible for the budgeting, forecasting, planning and performance analysis for Marketing at The Children's Place and will provide analysis to support data driven decision making across customer acquisition, marketing investments and Ecommerce sales. The Senior Manager combines strong analytical skills and can thrive in a fast-paced, retail environment. Key Accountabilities: Collaborate with Marketing and eCommerce leaders to align financial goals with business strategies. Lead the monthly forecast, annual budget, and long-range planning process in collaboration with business leaders. Prepare weekly, monthly, and quarterly reports and analyses, including KPIs, and provide financial guidance on channel performance. Monitor KPIs such as conversion rates, traffic, paid media effectiveness, and ROI. Review forecast and expense trends and analyze variances between actuals and forecasts; deliver actionable insights to improve performance. Partner with data analytics and BI teams to enhance reporting capabilities. Develop dashboards and executive-ready presentations to communicate trends, risks, and opportunities. Proactively identify and execute on areas where process improvement is needed; streamline and reengineer reporting and processes to maximize efficiency. Identifying, scoping and delivering on special projects and ad-hoc requests. Business Knowledge and Critical Skills Experience in Marketing and E-Commerce is required Budgeting, Forecasting and strong analytical skills Organized, self-motivated and able to operate at a high level amid a fast-paced & dynamic work culture Experience in financial reporting and presenting to Senior Management Experience in the retail industry Excellent written and verbal communication skills Ability to lead and challenge multiple teams and departments with regards to KPI, marketing spend and ROI Self-starter, constantly looking for ways to improve existing processes, takes initiative and develops a plan of action Ability to follow up with teams on deliverables, milestones and approaching deadlines, identify & bubble up risks/concerns, problem solver SAP and Hyperion systems knowledge as well as advanced Excel skills Education and Experience: Bachelor's degree in Finance or Accounting 5-10 years of experience Experience with Marketing Finance and Ecommerce FP&A experience in corporate retail Background or knowledge of Accounting Details: Full time role located in Secaucus, New Jersey Hybrid work model includes in-office days on Monday, Tuesday, and Thursday. Health, Vision & Dental Insurance for full-time employees 401K with employer match program Generous employee discount

Manager, Technology Risk Oversight Capital One is one of the fastest growing organizations in the world today, powered by our passion for our customers. We are serious about technology, we dream big, and we execute: Capital One moved our entire enterprise to the public cloud over the course of five years. Just as we prioritize driving innovation through technology, we equally prioritize cybersecurity, reliability, and managing technology risk. The Technology Risk Management (TRM) is a growing organization focused on providing expert advice, credible challenge, and effective oversight of information security and technology activities to identify, assess, control, and manage cyber and technology risk throughout the company. This organization plays a critical role in helping to ensure that the company's risk-taking entities are aware of the risks inherent in their activities and decisions, the impact of their actions on the company at an enterprise level, and opportunities to reduce, mitigate, or avoid risks altogether. Associates within the Technology Risk Management organization are highly-skilled information security, cyber, technology, or risk management professionals who have a wealth of experience and a demonstrated ability to provide value-added recommendations and deliver high-impact results in their areas of expertise. As a Manager, Technology Risk Oversight , you will play a key role in the review, risk identification, risk assessment, reporting, and effective challenge of technology processes, capabilities, and architecture including but not limited to enterprise technology initiatives, cloud services, architectural patterns and capabilities, as well as other areas of high risk technology changes. As part of the second line of defense, this position will also collaborate closely with associates in first line Cyber, Technology, the Lines of Business, as well as other second line of defense risk management offices to perform and support evaluations of the effectiveness of the firm's controls infrastructure and offer independent advice and recommendations regarding ways to further mature the firm's cyber risk management capabilities. As a member of a growing organization, you will have the opportunity to shape and further refine your portfolio commensurate with the priorities of the organization and the firm. The position affords opportunities for substantial growth. The demands and high-visibility nature of this position require an expert with a proven ability to work independently in a fast-paced environment and who can begin contributing immediately. Essential Functions (Responsibilities): Play a lead role in identifying areas of Technology Change risk to provide oversight, analysis, effective challenge, and risk-informed recommendations and expertise Independently drive the organization's participation in assessing Technology Changes by reviewing all aspects of changes (e.g. threat scenarios, applicable controls, risk mitigating, scope, rollout plans, etc ) focusing on Technology Risks related to technical implementation, controls, testing, and architecture concepts Provide technical assessments of Capital One's Technology Changes and Change Management Processes to identify identify, assess, and communicate Technology and Cyber risk Draft assessments for senior management and other stakeholders, to include regulatory agencies and the Board of Directors, as needed Stay current on emerging cyber threats and potential implications to the firm Collaborate effectively with colleagues, stakeholders, and leaders across multiple organizations to achieve objectives Basic Qualifications: A Bachelor's degree or military experience At least 5 years of experience in information security, information technology or cybersecurity At least 2 years experience with public cloud implementations Preferred Qualifications: Professional technology or security management certification (Certified Information Systems Security Professional (CISSP), Certified Information Security Manager (CISM), Certified in Risk and Information Systems Control (CRISC), AWS certification) 2+ years experience working in a hybrid IT environment that includes both traditional on-premises data centers and public cloud infrastructure (e.g., AWS, Azure, Google Cloud). 2+ years experience in a second-line or oversight role at a financial institution or regulatory agency 2+ years experience with implementation of control frameworks (NIST Cybersecurity Framework, NIST 800-53, CIS Top 20, ISO, COBIT) 2+ years of experience drafting reports or analytic assessments 2+ years of consulting experience At this time, Capital One will not sponsor a new applicant for employment authorization for this position. This role is Hybrid, with associates expected to consistently spend three days per week in the office The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked. McLean, VA: $193,400 - $220,700 for Manager, Cyber Technical Richmond, VA: $175,800 - $200,700 for Manager, Cyber Technical New York, NY: $211,000 - $240,800 for Manager, Cyber Technical Riverwoods, IL: $175,800 - $200,700 for Manager, Cyber Technical Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate's offer letter. This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan. Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website . Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level. This role is expected to accept applications for a minimum of 5 business days.No agencies please. Capital One is an equal opportunity employer (EOE, including disability/vet) committed to non-discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections ; New York City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries. If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1- or via email at . All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations. For technical support or questions about Capital One's recruiting process, please send an email to Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site. Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).

Digital Asset Manager Department: Digital Reports To: VP of Digital Services Success Profile The Digital Asset Manager will partner across G-III's full portfolio of brands and businesses to oversee the daily operations of our digital asset management (DAM) platform. This role is highly cross-functional and requires a strategic, organized, and systems-driven professional who can optimize digital asset workflows, champion DAM adoption, and continually improve the platform's efficiency and user experience. Key Accountabilities Platform Management & Operations Manage day-to-day operations of the DAM to ensure smooth, efficient functionality. Add and maintain metadata for all brands and divisions, including managing taxonomy updates and user-initiated metadata changes. Ensure timely upload and download of assets and troubleshoot any user blockers. Add users, maintain permissions, and safeguard appropriate visibility restrictions based on usage rights. Upload assets and create workflows to ingest content produced internally or licensed from third parties. Integrate the DAM with other platforms and tools across the G-III tech stack. Governance, Structure & Optimization Author, maintain, and enforce DAM governance documentation and best practices. Propose catalog restructurings to optimize navigation, search pathways, and user experience. Recommend improvements to database structures, metadata strategy, or tagging frameworks to enhance future curation. Advise teams on how best to collect new tags or metadata inputs. Cross-Functional Partnership & Training Lead onboarding of additional brands, departments, and partners into the DAM platform. Collaborate with internal business unit leaders to ensure the DAM reflects their workflows and use cases. Train end users and provide ongoing support, acting as the primary DAM resource across the organization. Engage super users to gather feedback and identify opportunities for improvement. Create and curate end-user-facing collections, folders, and content groupings. Vendor & Stakeholder Management Oversee relationships with the DAM software provider and integration partners. Manage cross-functional workstreams tied to new integrations, enhancements, or rollouts. Education & Experience Requirements Bachelor's Degree required; MLS, MBA, or relevant advanced degree a plus. 5+ years of experience in information curation, library science, digital asset management, or related field. Strong organizational skills and a passion for structure, detail, and categorization. Ability to work independently on long-term, complex projects. Entrepreneurial spirit with a proactive approach to proposing new initiatives. Comfort working with evolving systems while helping build scalable processes. Proficiency in spreadsheets (data analysis + string transformations). Ability to write and edit simple JSON. Experience with SEO tools (Google Analytics, Google Search Console). Optional: Knowledge of fashion wholesale, e-commerce, or DTC businesses. Optional: SQL familiarity and ability to write or learn basic queries. What We Offer Competitive compensation and annual performance bonus eligibility Full suite of medical, dental, and vision benefits 401(k) with company match Generous PTO, holidays, and sick time Employee discounts across all G-III brands Career development opportunities and internal mobility Collaborative, innovative environment within one of fashion's premier apparel groups Compensation Pay Range: $95,000 - $120,000 per year This good-faith compensation range is provided pursuant to the New York City Salary Transparency Law. About G-III Apparel Group, Ltd. | ************* G-III is a global leader in design, sourcing, manufacturing, distribution, and marketing, powering more than 30 owned and licensed fashion brands. Our entrepreneurial culture and strong industry partnerships allow us to deliver market-leading product and growth across our expansive portfolio.

Brooklyn, NY - Rose Valley Capital Rose Valley Capital, a Brooklyn, NY - based, fully vertically integrated real estate investment firm with 10,000 units and $2 Billion AUM, is seeking a Senior Asset Manager with deep experience in multifamily assets, particularly garden-style, midrise and hi-rise apartments. This senior role is both strategic and hands-on: the successful candidate will help refine, scale, and lead asset management processes across our growing national portfolio. Key Responsibilities • Drive the execution of business plans to achieve portfolio-level financial and investment objectives. • Oversee transitions of newly acquired properties and support capital transactions. • Partner with property management to align operating budgets with underwriting assumptions. • Continuously evaluate performance against budget and underwriting and develop accretive business plans to enhance value. • Conduct market analysis, asset reviews, and prepare performance reporting for leadership and investors. • Identify challenges that may impact performance and recommend strategies to maximize returns. • Serve as the primary asset management liaison for internal teams (property management, acquisitions) and external stakeholders (investors, partners, lenders). • Perform on-site property inspections and operational reviews. • Lead recurring valuation processes and provide insight on portfolio value creation. Qualifications & Skills • 5-7+ years of experience managing multifamily portfolios. • Proficiency with property management systems (Appfolio, RealPage, Entrata, YieldStar/LRO). • Strong analytical, financial modeling, and market evaluation skills. • Working knowledge of debt and capital markets. • Effective communicator with excellent presentation, verbal, and written skills. • Demonstrated ability in problem-solving, decision-making, and process improvement. • Hands-on leadership style with the ability to collaborate across functions.

An indirect wholly-owned subsidiary of Apollo Management Holdings, AASP manages the securitized products and structured finance assets sourced and serviced by ATLAS SP Partners while serving as their sole risk manager. The role AASP is seeking an Associate/Principal for their growing Counterparty Risk Management team. This individual will be responsible for the Residential Mortgage (“Resi”) and Commercial Real Estate (“CRE”) warehouse portfolio counterparties. He/she will be responsible for conducting counterparty-level credit reviews and for the continuous review and monitoring of residential mortgage finance exposures in the portfolio. The individual will work closely with Apollo credit professionals, the ATLAS SP Origination teams, and other risk leaders within AASP as well as with clients and ATLAS SP key partners. The Counterparty Risk Lead will rely on this risk officer to conduct a complete analysis of counterparties under their coverage, highlight risk concerns early and ongoing, challenge the deal teams, gain the expertise in asset classes or counterparties he/she may not have had from people who do (utilizing the ecosystem of partners available to ATLAS SP), form an independent risk view, and write a succinct counterparty risk memo/analysis/assessment. This individual will be a detail-oriented individual who can deliver an informed view to the Counterparty Risk Lead, AASP CRO, ATLAS SP teams, and other Apollo risk seniors. The ideal candidate will have experience as a Counterparty Risk Officer, Credit Risk Officer, or at a major Rating Agency with a deep understanding of mortgage and asset-backed financing originators or sponsors. Product expertise is required for this role covering both Resi & CRE. The individual will review and assess new and existing counterparties, help with warehouse facility transactions, improve upon ongoing monitoring, and other high-level projects as needed. Primary Responsibilities Underwrite counterparties for mortgage-related transactions, including evaluating the risk profile of the Originators / Servicers / Sponsors. Accountable for making risk decisions and assessments. Demonstrate an ability to challenge the business (sales/portfolio/structuring teams), and highlight key counterparty risk concerns promptly Participate in the deal underwriting process from inception and be involved over the lifecycle of a Counterparty, with greater involvement should counterparties be underperforming, higher risk, less liquid or levered, new, etc. Work with Legal, Credit Risk, and the deal teams on the loan agreements to ensure that documents accurately reflect counterparty covenants. Work closely with other control function partners including i) Legal and Compliance to escalate and review any reputational or franchise risk considerations and ii) Business Management on presentations for management Present risk concerns and due diligence findings, make a risk recommendation, and answer questions of Investment Committee members or other senior stakeholders as it relates to counterparties for transactions. Produce well-written succinct reviews and assessments. Qualifications & Experience Must have at least 3-5 years of experience and at the minimum have a Bachelor's degree. In-depth knowledge of various types of originators, servicers, sponsors, and entity structures, including fund and corporate structures. Asset class knowledge in Mortgages is required and other asset class knowledge within Private Credit or Consumer and Commercial sectors is highly beneficial Experience underwriting Corporates & Funds from a fundamental credit perspective is essential. Being able to write proper succinct reviews and pointing out key Risk considerations is required. Prior experience with rating methodology is highly beneficial. Ability to roll up sleeves and work alongside 1LOD and Credit Risk to underwrite highly complex counterparties and participate in the structuring of warehouse facilities. Extensive financial analysis and modeling skills, and a strong understanding of risk metrics/models/systems Understanding of fundamental credit skills, ideally having spent time in a large bank, rating agency, or financial institution with structured credit training programs Exceptional attention to detail Prior experience and responsibility for critical decisions of significant financial impact and complex criteria Must have exceptional communication skills, both written and verbal, and be comfortable presenting prospective deals to investment committee(s) Must be able to communicate complex risk-related concepts to both internal and external parties Ability to incorporate and understand information from a variety of sources to stay ahead of market/economic trends and evaluate the impact on the portfolio Must be able to use Excel and PowerPoint at a high level, and ability to be able to manipulate data to build out Risk views. Pay Range $200,000-300,000 Apollo Global Management, Inc. (together with its subsidiaries and affiliates) is committed to championing opportunity. The firm and its affiliates comply with applicable discrimination and equal opportunities legislation in all of its jurisdictions and do not discriminate in employment or recruitment based on race, color, religion, gender, national origin, veteran status, disability, age, citizenship, marital or domestic/civil partnership status, sexual orientation, gender identity or expression or any other protected characteristic under applicable law. The contents of the qualifications and experience section of this job description are a guideline only. If an applicant can otherwise demonstrate their suitability for the role they will be considered. T he base salary range for this position is listed above. This position is also eligible for a discretionary annual bonus based on personal, team, and Firm performance. Compensation ranges are based on several factors including job function, level, and geographic location. Final offer amounts are determined by multiple factors including candidate experience and expertise, and may vary from the amounts listed here.

The Role We are seeking an exceptionally skilled Risk Manager to serve as a key member of our DMFI Credit team based in New York City. We are looking for someone with 5-10 years of experience in risk management, specifically within credit products, high yield, investment grade credit, and mortgage-backed securities (MBS). A successful candidate will help to oversee risk assessments, develop risk management strategies, and ensure effective risk monitoring and reporting. What you'll do Key responsibilities will include: Risk Assessment: Conduct comprehensive risk assessments for credit products, including Securitized Products, Structured Credit, high yield, investment grade credit, and MBS, to identify potential risks and develop mitigation strategies. Risk Management: Develop and implement risk management frameworks and strategies to manage and mitigate risks associated with credit products. Monitoring and Reporting: Monitor risk exposures and market conditions, providing regular reports and updates to senior management and stakeholders. Collaboration: Work closely with cross-functional teams, including trading and portfolio management, to integrate risk management practices into business operations. Data Analysis: Utilize quantitative and qualitative data analysis to support risk management decisions and strategy development. What you'll bring What you need: Experience: 5-10 years of experience in risk management, with a focus on credit products, high yield, investment grade credit, and MBS. Technical Skills: Strong analytical skills and proficiency in risk management tools and software, with expertise in Python. Industry Knowledge: In-depth knowledge of credit markets. Communication: Excellent communication and interpersonal skills, with the ability to present complex information clearly and concisely. Education: Bachelor's degree in Finance, Economics, or a related field; advanced degree or professional certification (e.g., CFA, FRM) is a plus. Who we are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. Our Culture At Schonfeld, we'll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas-at all levels-to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm's walls. The base pay for this role is expected to be between $200,000 and $250,000. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience. #LI-DK1

Non-Market Risk Manager within the Institutional Equity Division (“IED”) of Morgan Stanley focusing on regulatory issues, documentation and other non-market risk matters for swaps and derivatives. The current opening is within IED Risk Management, with the responsibilities listed below. Significant training will be provided as needed. · IED Risk Management is a global team that is part of the Institutional Equity Division. The group is responsible for managing the full spectrum of legal, regulatory, credit, operational and other non-market risks associated with the Firm's activities in equity products. · The current opening is for a professional within the New York-based team with responsibility for covering swaps and derivatives. Job Responsibilities · Create and approve new product templates and bespoke language for OTC swaps and derivatives to be utilized by global documentation and operations teams · Prepare and negotiate ISDA-based master confirmations, portfolio swap agreements and bespoke confirmations for complex derivative products with institutional clients (including hedge funds, mutual funds, insurance companies, ERISA plans, endowments and broker-dealers) · Advise sales and trading desks of the key risks in trade documentation and assist in documentation training for sales, trading and operations · Develop and enforce negotiation policies for trade documentation · Represent IED in various industry working groups and other forums formed discuss regulatory changes impacting swaps and derivatives and to develop new documentation · Participate in internal meetings and working groups to advise and discuss new products and processes relevant to the IED swaps and derivatives businesses · Develop and integrate compliance requirements of new rules and regulations under Dodd-Frank, EMIR and Basel III, working closely with legal, compliance, sales and trading, technology operations and other risk groups Required Skills · Strong academic credentials and work experience at broker/dealer, buyside firm and/or law firm. Experience with OTC derivatives and ISDA documentation helpful but not necessary. · Bachelor's Degree required; JD preferred · Excellent oral and written communication skills. Willingness and ability to deal with the Firm's clients and to promote and enhance the Morgan Stanley franchise. · Solid quantitative skills and strong interest in business, economics and the law. · Willingness to work in dynamic trading floor environment. · Organized, detail-oriented and self-sufficient. · Goal oriented and a team player. WHAT YOU CAN EXPECT FROM MORGAN STANLEY: We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you'll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste ***************************************************** into your browser. Expected base pay rates for the role will be between $120,000 and $200,000 per year for Associate, and between $140,000 and $250,000 per year for VP, at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs. Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law. Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

The Role We are seeking an exceptionally skilled Risk Manager to serve as a key member of our DMFI Credit team based in New York City. We are looking for someone with 5-10 years of experience in risk management, specifically within credit products, high yield, investment grade credit, and mortgage-backed securities (MBS). A successful candidate will help to oversee risk assessments, develop risk management strategies, and ensure effective risk monitoring and reporting. What you'll do Key responsibilities will include: Risk Assessment: Conduct comprehensive risk assessments for credit products, including Securitized Products, Structured Credit, high yield, investment grade credit, and MBS, to identify potential risks and develop mitigation strategies. Risk Management: Develop and implement risk management frameworks and strategies to manage and mitigate risks associated with credit products. Monitoring and Reporting: Monitor risk exposures and market conditions, providing regular reports and updates to senior management and stakeholders. Collaboration: Work closely with cross-functional teams, including trading and portfolio management, to integrate risk management practices into business operations. Data Analysis: Utilize quantitative and qualitative data analysis to support risk management decisions and strategy development. What you'll bring What you need: * Experience: 5-10 years of experience in risk management, with a focus on credit products, high yield, investment grade credit, and MBS. * Technical Skills: Strong analytical skills and proficiency in risk management tools and software, with expertise in Python. * Industry Knowledge: In-depth knowledge of credit markets. * Communication: Excellent communication and interpersonal skills, with the ability to present complex information clearly and concisely. * Education: Bachelor's degree in Finance, Economics, or a related field; advanced degree or professional certification (e.g., CFA, FRM) is a plus. Who we are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. Our Culture At Schonfeld, we'll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas-at all levels-to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm's walls. The base pay for this role is expected to be between $200,000 and $250,000. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience. #LI-DK1

Verition Fund Management LLC ("Verition") is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading. Job Title: Volatility Risk Manager Location: New York, NY Key Responsibilities: • Develop and implement advanced tools to improve the accuracy and efficiency of risk analysis. • Generate comprehensive risk reports to give the risk management team a full perspective of the firm's risk profile. • Actively work alongside portfolio managers to monitor and analyse risks, ensuring effective risk management strategies are in place. • Provide detailed insights and interpretations of risk movements to aid in decision-making processes. • Help refine and expand the firm's risk analysis framework to better assess and manage risks. Requirements: • Around 5-10 years of professional experience in equity derivatives risk management, FX and rates volatility experience is a plus. • Previous experience in volatility risk or portfolio management. • Strong coding abilities required. • knowledge of volatility derivatives products. • Excellent communication skills, with proven ability to work effectively across various teams. Salary Range$150,000-$200,000 USD

Do you want your voice heard and your actions to count? Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world's leading financial groups. Across the globe, we're 150,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world. With a vision to be the world's most trusted financial group, it's part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career. Join MUFG, where being inspired is expected and making a meaningful impact is rewarded. The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day. A member of our recruitment team will provide more details. Major Responsibilities: Responsible for implementation of the credit risk underwriting and management function for Securitized Products, providing recommendations to the credit authority. Securitization is a strategically important business for MUFG, and in this role, you will gain exposure to a diverse range of asset classes across consumer, commercial, and esoteric transactions. The incumbent monitors and manages credit exposures within portfolios and individual transactions, keeping abreast of market trends and developments. May develop and lead strategic initiatives, updates to policies and procedures, and may also be responsible for various projects to improve efficiencies. A candidate at this level is fully knowledgeable on the day-to-day activities of securitized product and credit processes and has strong verbal and written communication skills. Credit recommendations to management * Evaluate credit proposals and business screening memos to make written credit recommendations to management * Identify structural risks and mitigants in prospective transactions and recommend/enhance structuring of deals and covenants in line with underwriting guidelines * Review cash flow models and conduct data analysis, including collateral stratification, historical performance, loss projection and derivation of expected case losses * Advise origination team on credit risk issues/terms and conditions to create the best possible deal with a goal of maximizing profit and minimizing credit cost * Directly and independently communicate with other credit divisions to obtain necessary information/comments to support making a credit decision Active portfolio monitoring of designated customers * Responsible for the monitoring and ongoing credit review of individual accounts through regular/ad-hoc credit review process * Evaluate credit review applications of the designated portfolio, determine accurate ratings and make recommendations of accurate and timely ratings to management * Conduct due diligence and attend bank/customer meetings as required * Coordinate and communicate critical account information independently and directly to various related parties throughout the bank, business line, product groups and credit divisions * Responsible for market research and producing portfolio presentations for management Policy Compliance * Ensure compliance with external regulatory/internal policy and procedural requirements * Participate in ad-hoc policy meetings to enhance organization wide credit risk framework Others * Perform related duties and participate in special assignments and projects as required Qualifications: * In-depth knowledge of all elements of Credit and Risk principles * Previous working experience in financial institutions or related sectors, preferably in Securitization Credit, Ratings or Risk related function * 6 or more years of Securitized Products credit and/or structuring experience, primarily covering Flow/Non-Flow ABS or Trade Receivables, with knowledge in Private Credit, Middle Market Loans or CLO's a plus * Strong knowledge in structuring and cash flow analysis of ABS asset classes * Strong credit writing skills with ability to explain transaction structures to management * Knowledge of legal and compliance regulations and accounting rules pertinent to securitized lending * Good time-management skills and ability to multi-task, team player, strong organizational skills The typical base pay range for this role is between $150K - $200K depending on job-related knowledge, skills, experience, and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes comprehensive health and wellness benefits, retirement plans, educational assistance and training programs, income replacement for qualified employees with disabilities, paid maternity and parental bonding leave, and paid vacation, sick days, and holidays. For more information on our Total Rewards package, please click the link below. MUFG Benefits Summary We will consider for employment all qualified applicants, including those with criminal histories, in a manner consistent with the requirements of applicable state and local laws (including (i) the San Francisco Fair Chance Ordinance, (ii) the City of Los Angeles' Fair Chance Initiative for Hiring Ordinance, (iii) the Los Angeles County Fair Chance Ordinance, and (iv) the California Fair Chance Act) to the extent that (a) an applicant is not subject to a statutory disqualification pursuant to Section 3(a)(39) of the Securities and Exchange Act of 1934 or Section 8a(2) or 8a(3) of the Commodity Exchange Act, and (b) they do not conflict with the background screening requirements of the Financial Industry Regulatory Authority (FINRA) and the National Futures Association (NFA). The major responsibilities listed above are the material job duties of this role for which the Company reasonably believes that criminal history may have a direct, adverse and negative relationship potentially resulting in the withdrawal of conditional offer of employment, if any. The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities duties and skills required of personnel so classified. We are proud to be an Equal Opportunity Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual's associates or relatives that is protected under applicable federal, state, or local law.

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems. As a Risk Manager, you will be part of Jump Trading's Global Risk Management team. The department manages moment-to-moment risk for all trading teams and is responsible for evaluating new trading strategies, markets, and products. Furthermore, the risk team is responsible for working with Core Development and Technology teams to advance the firm's internal risk layer, metrics, and reporting. This position is ideal for seasoned professionals with strong risk management expertise, technical skills, and proven experience operating at a high bar within high-pressure environments. What You'll Do: Serve as the NYC go-to operational risk partner: set and monitor exposure limits and guardrails with front office and Global Risk; operate existing controls and alerting; investigate, escalate, and document exceptions. Monitor factor/sector and liquidity/correlation exposures across strategies and firm-level aggregates using firm-provided tools; collaborate with Market Risk and front office to review scenario/stress outputs, align on assumptions, and communicate practical implications. Perform daily and intraday risk monitoring to identify and escalate material exposures, concentrations, anomalies, and control exceptions across regions. Apply practical US equity market microstructure knowledge to inform monitoring, limits, controls, and scenarios. Liaise with internal partners and external prime brokers, clearing firms, and exchanges on margin/financing, locates, market access controls, and corporate actions. Triage trade-lifecycle issues (trade capture, allocations, reconciliations, market data, connectivity) with Trading, Operations, Clearing, Treasury, Technology, and Compliance. Use Python/SQL/Excel to query firm datasets and automate light reporting where helpful. Other duties as assigned or needed to ensure smooth business operations. Skills You'll Need: At least 7 years in equities-focused risk or trading across developed/emerging markets. Cash equities most preferred. Equity derivatives and index products also useful. Bachelor's degree required; including a strong academic record. Operational risk fluency across the trade lifecycle, prime brokerage/clearing (margin/financing), short inventory/locates, market access controls, and exchange connectivity/trading systems. Factor literacy: experience consuming outputs from factor models (e.g., Barra, Axioma) and common measures (e.g. VaR) to interpret and communicate risk. Practical US equity market microstructure knowledge and how it informs monitoring, limits, controls, and scenarios. Python, SQL, experience with Bloomberg, and advanced Excel required for querying firm datasets, validation, ad hoc analysis, and light automation. Ability to communicate in a way that is crisp, credible at the desk, effective with traders and technologists, and calm under pressure. Reliable and predictable availability, including onsite presence in New York with flexibility for occasional off-hours support. Benefits - Discretionary bonus eligibility - Medical, dental, and vision insurance - HSA, FSA, and Dependent Care options - Employer Paid Group Term Life and AD&D Insurance - Voluntary Life & AD&D insurance - Paid vacation plus paid holidays - Retirement plan with employer match - Paid parental leave - Wellness Programs Annual Base Salary Range $150,000-$200,000 USD

Diversified. Resilient. Dynamic. Marex is a global financial services platform, providing essential liquidity, market access and infrastructure services to clients in the energy, commodities and financial markets. The Group provides comprehensive breadth and depth of coverage across four core services: Market Making, Clearing, Hedging and Investment Solutions and Agency and Execution. It has a major franchise in many major metals, energy and agricultural products, executing around 50 million trades and clearing 205 million contracts in 2022. The Group provides access to the world's major commodity markets, covering a broad range of clients that include some of the largest commodity producers, consumers and traders, banks, hedge funds and asset managers. With more than 35 offices around the globe, and over 2,300 dedicated people enabling access to exchanges and technology-powered services. For more information visit ************* Purpose of Role: The Operational Risk Manager is responsible for assisting the Firm in identification, evaluation, control testing, and management of operational risk, whilst supporting risk strategy and driving proactive operational risk culture. The role assists in the implementation of the Operational Risk Management Framework in North America, a priority of the region. This is a key role where the development of successful and supportive relationships with key stakeholder across several business disciplines is required. Marex has unique access across markets with significant share globally both on and off exchange. The depth of knowledge amongst its teams and divisions provides its customers with clear advantage, and its technology-led service provides access to all major exchanges, order-flow management via screen, voice and DMA, plus award-winning data, insights, and analytics. The Risk Department is responsible for assessing and managing various financial risks that Marex may face. The department employs analytical tools to monitor and mitigate potential threats. By implementing robust risk management practices, the department contributes towards maintaining Marex's overall financial stability. The Risk Department consists of the following teams: Operation Risk, Change Risk & Assurance, Governance, Privacy, Credit Risk, Market Risk, and Clearing Risk. Responsibilities: * Risk representative for Operational Risk in the region, point person for Operational Risk matters in the US. * Risk and Control Assessment: Facilitate risk and control assessments to identify potential risks and implement effective controls, validating remediation of operational risk exposure and related control gaps. * Governance: Contribute in and create reporting materials for governance forums, ensuring comprehensive oversight and identification of operational risk trends. * Risk Reporting: Preparing and presenting detailed risk reports / dashboards / metrics to senior management and stakeholders, highlighting key risk areas and recommended actions. * Trend Analysis: Identify and analyse operational risk trends, using internal and external data, to inform strategic decision-making and remediate potential gaps. * Continuous Improvement: Providing thoughtful and collaborative leadership promoting risk transparency and business unit-level ownership and accountability over operational risk and control environments, fostering continuous improvement. * Risk Aware Culture: Promoting Marex's risk aware culture, serving as the subject matter expert on operational risk initiatives. Identifying, initiating, and fostering relationships with business and operational partners, including second- and third-line assurance functions, to promote a culture of continuous improvement, driving constructive communication with the ORM team. * Risk Register Buildout: Work with business areas in the region to build out Risk Registers and end-to-end process mapping, working to provide accurate reflection of information and challenge where appropriate. * Control Evaluation: Develop and evaluate the design and effectiveness of controls and provide timely and in-depth analysis to Senior Management. This includes challenging management actions to remediate control gaps or weaknesses and track through to closure. Ensure accurate reflection of risk and control information within Risk Registers by providing rigorous challenge where appropriate. * Risk Event Management: Conduct root cause analysis, monitor and report on Risk Events and Operational Losses escalating to management appropriately, and actively supporting business areas in the lessons learnt. * Broker Error Management: Daily management of Broker Losses and reporting to help drive down total value, volumes and learn lessons. * 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 and self-motivated to take initiative to scope and lead enhancement work. * Applying sound judgment in the evaluation of risks and controls. * Resilient in a challenging, fast-paced environment. * Ability to take a high level of responsibility in a fast pace and high-volume environment. * Effective report writing and oral communication skills, including the ability to communicate complex requirements simply and to translate them into viable business practices and procedures. * Excels at building relationships, networking and influencing others and demonstrate confidence to challenging the assumptions and conclusions of more experienced staff members; * Strategic collaborator with insight and agility, able to anticipate future challenges, ensuring operational effectiveness. Skills and Experience * At least six plus (6+) years of operational risk management, enterprise risk management and/or related experience required; experience in the investment management industry preferred. * Experienced in governance, risk, assurance, compliance, or internal control roles in Financial Services. * Advanced technical risk and control knowledge and demonstrated experience facilitating top-down and bottom-up risk assessments, focused on existing and emerging risk areas * Practical experience with Basel, COSO, ERM, risk and control self-assessment tools, methodologies and concepts * Bachelor's degree require * Knowledge of Framework methodology and practice. * Advanced user of Microsoft Excel, Word, PowerPoint skills and experienced in the use of internal IT systems. * Use of GRC and PowerBI tools is desirable * Strong organisational and time management skills, as well as ability to work under pressure. * Strong skills in resolving problems and negotiating issues. * Confident working independently and remotely from team members * Experience working in a regulated environment and knowledge of the risk and compliance requirements associated with this. Salary Range: $125,000 to $185,000 per year and eligible for discretionary bonus. Marex Benefits for 2025 Company Values Acting as a role model for the values of the Company: Respect - Clients are at the heart of our business, with superior execution and superb client service the foundation of the firm. We respect our clients and always treat them fairly. Integrity - Doing business the right way is the only way. We hold ourselves to a high ethical standard in everything we do - our clients expect this and we demand it of ourselves. Collaborative - We work in teams - open and direct communication and the willingness to work hard and collaboratively are the basis for effective teamwork. Working well with others is necessary for us to succeed at what we do. Developing our People - Our people are the basis of our competitive advantage. We look to "grow our own" and make Marex the place ambitious, hardworking, talented people choose to build their careers. Adaptable and Nimble - Our size and flexibility is an advantage. We are big enough to support our client's various needs, and adaptable and nimble enough to respond quickly to changing conditions or requirements. A non-bureaucratic, but well controlled environment fosters initiative as well as employee satisfaction. Marex is fully committed to the elimination of unlawful or unfair discrimination and values the differences that a diverse workforce brings to the company. We are an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability status, protected veteran status, or any other characteristic protected by the law. #LI-PP1

MSIG USA continues to grow! MSIG USA is the US-based subsidiary of MS&AD Insurance Group Holdings, Inc., one of the world's top P&C carriers and a global Class 15 insurer, with A+ ratings and a reach that spans 40+ countries and regions. Leveraging our 350-year heritage, MSIG USA brings the financial strength, expertise, and global footprint to offer commercial insurance solutions that address your business's unique risks. Position Summary: The Quantitative Enterprise Risk Manager plays a key role in advancing the company's financial risk framework, with a primary focus on capital modeling, solvency assessment, and stress testing. Collaborating closely with experts in underwriting, actuarial, catastrophe modeling and investment management, the role supports enterprise-wide risk analysis, including reinsurance structures, reserve variability, and scenario development. The ideal candidate brings a strong actuarial or quantitative background and has hands-on experience with the Igloo capital modeling platform or similar capital modeling tools. Key Responsibilities: Capital Modeling & Solvency Assessment Lead the company's capital modeling and risk-adjusted return analytical processes. Parametrize and maintain the company's internal capital model using Igloo, ensuring it reflects current risk exposures across underwriting, reinsurance, investments, operations, and reserving. Product lines include Property, Traditional Casualty, Marine, Financial Lines, Political Risk & Credit, Surety and Cyber. Perform ongoing capital adequacy analysis under regulatory and rating agency frameworks (e.g., AM Best, NAIC RBC, Solvency II). Translate model outputs into actionable insights to support strategic and financial decision-making. Develop new solutions and improvements to statistical models and processes Maintain model documentation and controls in line with model governance standards. Stress Testing & Scenario Analysis Design and execute comprehensive stress tests and scenario analyses to assess net aggregations across various risk types and the impact of adverse events on capital, liquidity, and earnings. Develop underwriting, investment, operational, and emerging risk scenarios for use in strategic planning and the Own Risk and Solvency Assessment (ORSA). Collaborate with finance and actuarial teams to interpret and communicate scenario results to senior stakeholders. Reinsurance & Reserve Risk Support Conduct risk-based evaluation of reinsurance structures, assessing effectiveness in capital relief and earnings protection. Support reserve variability and tail risk analyses to enhance understanding of technical provisions and associated capital needs. Reporting & Governance Produce clear and insightful risk reports for senior management, the Risk Committee, and regulatory audiences. Contribute to the enhancement of the Risk Appetite Framework and overall Enterprise Risk Management (ERM) strategy. Ensure capital model integration into broader ERM activities and risk-based decision processes. Qualifications: Bachelor's degree in Actuarial Science, Mathematics, Statistics, Finance, or a related field; ASA/FSA or equivalent credentials strongly preferred. 5+ years of experience in capital modeling, insurance financial risk management, or actuarial risk roles. Proficiency in Igloo or similar capital modeling tools (e.g., Tyche, Remetrica). Experience in regulatory stress testing (e.g., ORSA, AM Best, NAIC) and risk quantification. Strong technical skills with Excel; knowledge of R, Python, or SQL is a plus. Excellent analytical, communication, and presentation skills. Salary: The base pay range is $150,000.00 - 170,000.00. Salary determinations are based on various factors, including but not limited to, relevant work experience, skills, certifications and location. It's an exciting time for our company and a great opportunity to join a financially sound and growing global insurance group! It is the policy of MSIG USA to provide equal employment opportunity (EEO) to all persons regardless of age, color, national origin, citizenship status, physical or mental disability, race, religion, creed, gender, sex, sexual orientation, gender identity and/or expression, genetic information, marital status, status with regard to public assistance, veteran status, or any other characteristic protected by federal, state or local law. In addition, MSIG USA will provide reasonable accommodations for qualified individuals with disabilities.

Hudson River Trading is hiring a Commodities Risk Manager for our NYC office. You will be responsible for designing, improving, managing, and communicating market and liquidity risk for commodities instruments and strategies. You will have a broad mandate to own and manage all aspects of commodities trading risk faced by the firm, while gaining exposure to the fast-paced world of automated trading alongside exceptionally talented people. The Risk team is a dynamic, highly collaborative group. As our first Commodities Risk Manager, you will make a tangible impact on a new growth area of HRT's business. This will be a challenging role with a wide remit across multiple asset classes and investment horizons. Responsibilities Design new risk controls for commodities trading strategies (including futures relative value and derivative vs. physical) that appropriately control market, operational, funding and liquidity risk without disrupting trading activity Understand and advise senior management on the nuances of proposed new commodities strategies; investigate and onboard new strategies, assess their risk profile, and make recommendations on both the suitability and feasibility of any new strategies for the firm Analyze historical measures in order to calibrate thresholds Design & build risk models to appropriately reflect idiosyncrasies of commodities products (e.g. seasonality) Monitor market, operational, and liquidity risk; partner with operations & execution trading teams to investigate & resolve risk limit breaches Collaborate with Operations to develop and implement new risk monitoring tools Evaluate bespoke trading opportunities Work on tactical projects with Finance, Operations, and Engineering Qualifications 7+ years of experience as a risk manager covering commodities in an investment bank, hedge fund, or asset manager Strong understanding of the commodities landscape (both futures and physical trading), as well as relative value hedge fund strategies B.S. in mathematics, physics, economics, computer science, electrical engineering or statistics Working knowledge of Python, Linux, SQL Ability to communicate effectively with stakeholders across the firm including traders, operations, and other risk managers Excellent written and verbal communication skills The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package. Culture Hudson River Trading (HRT) brings a scientific approach to trading financial products. We have built one of the world's most sophisticated computing environments for research and development. Our researchers are at the forefront of innovation in the world of algorithmic trading. At HRT we welcome a variety of expertise: mathematics and computer science, physics and engineering, media and tech. We're a community of self-starters who are motivated by the excitement of being at the cutting edge of automation in every part of our organization-from trading, to business operations, to recruiting and beyond. We value openness and transparency, and celebrate great ideas from HRT veterans and new hires alike. At HRT we're friends and colleagues - whether we are sharing a meal, playing the latest board game, or writing elegant code. We embrace a culture of togetherness that extends far beyond the walls of our office. Feel like you belong at HRT? Our goal is to find the best people and bring them together to do great work in a place where everyone is valued. HRT is proud of our diverse staff; we have offices all over the globe and benefit from our varied and unique perspectives. HRT is an equal opportunity employer; so whoever you are we'd love to get to know you. Please be advised: Use of AI tools during interviews or assessments is strictly prohibited, unless otherwise instructed or agreed upon. We employ various methods to evaluate the authenticity of candidate responses. If we determine that AI assistance was used during any stage of the hiring process, we reserve the right to immediately disqualify your candidacy or rescind any job offers extended.

Provide assurance that operating and financial controls are effective globally Ensure regulatory compliance within the organization Mentor staff during project engagements SOX Interview leaders, executives, and management to assess risk, compliance and controls Assist during external audit Develop and execute a plan to test internal controls and compliance Collaborate and oversee action solutions; manage projects on schedule Recommendation improvement of internal control processes 30% travel based on needs of the business Qualifications Qualifications A certification as CPA or CIA is required Current/Recent Big 4 experience required Bachelors Degree in Accounting required Masters Degree in Accounting preferred Five+ years of experience Management experience Additional Information $120K plus bonus [email protected]

Our legal team is growing and we're excited to welcome you! The New Terminal One at John F. Kennedy International Airport is a bold and exciting project to develop a world-class international terminal that will serve as an anchor terminal in the Port Authority's $19 billion transformation of JFK into a global gateway to the New York metropolitan area and the United States. The New Terminal One will set a new standard for design and service, aspiring to obtain a Top 5 Skytrax ranking and be considered one of the finest airport terminals in the world. The New Terminal One is being built on sites now occupied by Terminal 1 and the former Terminal 2 and Terminal 3, where it will anchor JFK's south side. Construction is taking place in phases. The first phase, including the new arrivals and departures halls and first set of 14 new gates, is expected to open in 2026. At completion, anticipated in 2030, the New Terminal One will be 2.6 million square feet, making it the largest terminal at JFK and nearly the same size as LaGuardia Airport's two new terminals combined. The New Terminal One will be a 23-gate, state-of-the-art, international-only terminal. Sustainably designed and future-focused, the terminal will feature expansive, naturally lit public spaces, cutting-edge technology, and an array of amenities, all designed to enhance the customer experience and compete with some of the highest-rated airport terminals in the world. Who we are looking for: The Compliance and Risk Manager will lead the development, implementation, and oversight of JFK NTO's compliance and risk management programs. This role ensures adherence to federal, state, and Port Authority regulations, contractual obligations, and internal policies and standards, while proactively identifying and mitigating risks across airport functions including safety, finance, IT, legal, and infrastructure across the New Terminal One (NTO) project. What you'll be doing: Risk Management Develop and maintain a Risk Register and Risk Assessment Matrix aligned with JFK NTO's Risk Management Policy. Identify and assess risks related to business continuity and regulatory compliance. Collaborate with internal departments and third-party contractors to mitigate risks and ensure operational resilience. Conduct regular risk assessments across terminal, airside, landside, and support operations. Collaborate with engineering, maintenance, and operations teams to evaluate physical property risks and recommend improvements. Policy Governance Serve as Policy Administrator for compliance-related policies, including the Risk Management Policy and Third-Party Risk Management Policy. Maintain procedural manuals and train departments on compliance workflows. Compliance Oversight Maintain compliance program to ensure compliance with FAA, TSA, DOT, and Port Authority regulations and contractual obligations. Maintain procedural manuals for compliance workflows and train departments on best practices. Prepare compliance reports and risk assessments for executive leadership and regulatory bodies. Ensure documentation of all compliance activities, exceptions, and corrective actions. Qualifications: Degree in Law, Public Administration, Aviation Management, or related field (Master's preferred). Minimum 7 years of experience in compliance, legal affairs, or risk management in aviation or public infrastructure. Strong understanding of FAA, TSA, DOT, and Port Authority regulations preferred. Familiarity with contractual frameworks and lease agreements in airport operations preferred. Office-based with regular site visits to terminal and airside operations. Occasional travel for regulatory meetings and industry conferences. Where will you work: This role will be hybrid and is currently located in Building 111 at JFK Airport. As NTO progresses towards its operational phase, your role may transition to the terminal, where you will be directly involved in the day-to-day activities of this state-of-the-art international terminal. This role requires a valid Secure Worker Access Consortium (SWAC) clearance and/or Security Identification Display Area (SIDA) badge, which will be obtained and maintained throughout employment. Successful candidates will be subject to a background check and other security clearance procedures. Candidates who cannot obtain and maintain this credential will not be considered for employment. What we offer: Competitive Medical, dental, and vision insurance Health Savings and Reimbursement Accounts HSA/HRA Flexible Spending Accounts (FSA) Generous Commuter Benefits Group Life and Accidental Death and Dismemberment Insurance Short and Long-Term Disability Insurance Competitive 401k matching Discount and other perks through partner programs Our values and commitment: We do not discriminate in employment based on race, color, religion, sex (including pregnancy and gender identity), national origin, political affiliation, sexual orientation, marital status, disability, genetic information, age, membership in an employee organization, retaliation, parental status, military service, or other non-merit factor. We celebrate diversity and are committed to creating an inclusive environment for all employees. The New Terminal One consortium of labor, operating, and financial partners is led by Ferrovial, JLC Infrastructure, Ullico, and Carlyle. The New Terminal One is being built by union labor and we are committed to local inclusion and labor participation, focusing on diversity and capacity-building opportunities, including ambitious participation goals of 30% for minority and women-owned enterprises, 10% for local business enterprises and 3% for service-disabled veteran-owned businesses. To learn more about the New Terminal One at JFK International Airport, visit ****************************************************************************************

About Rippling Rippling gives businesses one place to run HR, IT, and Finance. It brings together all of the workforce systems that are normally scattered across a company, like payroll, expenses, benefits, and computers. For the first time ever, you can manage and automate every part of the employee lifecycle in a single system. Take onboarding, for example. With Rippling, you can hire a new employee anywhere in the world and set up their payroll, corporate card, computer, benefits, and even third-party apps like Slack and Microsoft 365-all within 90 seconds. Based in San Francisco, CA, Rippling has raised $1.4B+ from the world's top investors-including Kleiner Perkins, Founders Fund, Sequoia, Greenoaks, and Bedrock-and was named one of America's best startup employers by Forbes. We prioritize candidate safety. Please be aware that all official communication will only be sent from @Rippling.com addresses. About the role Rippling is looking for an experienced and dynamic Risk Strategy Manager to own the development and implementation of commercial credit risk strategies across our diverse financial products, including corporate cards, payroll, bill pay, PEO, and Employer of Record (EOR). In this role, you will be responsible for crafting and executing strategies that balance credit exposure with continued rapid growth and operational efficiency. You will work closely with cross-functional teams, such as product, engineering, and finance, to create scalable and effective risk management solutions in our fast-paced, high-growth environment. What you will do * Develop data-driven global credit risk strategies for all Rippling financial products, ensuring alignment with business goals and regulatory requirements. * Draft and implement credit risk policies, frameworks, and processes that balance risk management with business growth. * Partner with product and engineering teams to build credit risk management systems, tools, and solutions that integrate seamlessly into our platform. * Monitor, analyze, and report on portfolio performance, identifying trends and emerging risks to drive decision-making. * Continually assess all money movement products for new credit risks and develop enhancements to control for these risks. * Work closely with business development, finance, and operations teams to support new product initiatives and expansion into new markets. * Stay current on industry trends, regulatory changes, and best practices in credit risk management. What you will need * Bachelor's degree in finance, economics, business administration, or a related field. MBA or master's degree is preferred. * 3-5 years of experience managing credit portfolio and/or strategy in a credit risk role at a major bank or financial institution along with 2-3 years of experience working in a high-growth, fast-paced fintech environment, or equivalent experience or higher education. * In-depth understanding of money movement processes, payment systems, and associated credit risks. * Demonstrated experience in developing and executing credit risk strategies for commercial payments and lending products * Proficiency with data analysis and strong analytical skills, with the ability to translate data into actionable insights. Experience using SQL to extract and analyze data is required. Experience with Python to manipulate data and forecast trends is desirable but not required. * Strong collaboration skills with a track record of working directly with product and engineering teams to implement credit risk solutions. * Excellent communication and leadership skills with the ability to influence stakeholders at all levels. Additional Information Rippling is an equal opportunity employer. We are committed to building a diverse and inclusive workforce and do not discriminate based on race, religion, color, national origin, ancestry, physical disability, mental disability, medical condition, genetic information, marital status, sex, gender, gender identity, gender expression, age, sexual orientation, veteran or military status, or any other legally protected characteristics, Rippling is committed to providing reasonable accommodations for candidates with disabilities who need assistance during the hiring process. To request a reasonable accommodation, please email accommodations@rippling.com Rippling highly values having employees working in-office to foster a collaborative work environment and company culture. For office-based employees (employees who live within a defined radius of a Rippling office), Rippling considers working in the office, at least three days a week under current policy, to be an essential function of the employee's role. This role will receive a competitive salary + benefits + equity. The salary for US-based employees will be aligned with one of the ranges below based on location; see which tier applies to your location here. A variety of factors are considered when determining someone's compensation-including a candidate's professional background, experience, and location. Final offer amounts may vary from the amounts listed below. #LI-LC1 #LI-remote #LI-hybrid

The Market Risk Manager is a crucial role within the organization responsible for overseeing and managing market risk activities. They play a pivotal role in identifying, assessing, and mitigating market risks to ensure the financial stability and security of the organization. Key Responsibilities: Developing and implementing market risk management strategies. Conducting risk assessments and identifying potential vulnerabilities. Monitoring market trends and assessing their impact on the organization's risk exposure. Utilizing risk management tools and methodologies to analyze market risk. Producing and presenting risk reports to senior management and stakeholders. Collaborating with other departments to ensure risk mitigation measures are effective. Staying updated with regulatory requirements and ensuring compliance. Participating in the development and enhancement of risk management processes. Leading market risk stress testing and scenario analysis. Providing guidance and support to junior team members. Required Qualifications: Bachelor's degree in Finance, Economics, or related field. Proven experience in market risk management within the financial industry. Strong understanding of financial markets and instruments. Proficiency in risk management tools and software. Knowledge of regulatory frameworks and compliance requirements. Excellent analytical and problem-solving skills. Ability to communicate complex risk concepts effectively. Leadership and decision-making capabilities. Certification in risk management (e.g., FRM, PRM). Experience in stress testing and scenario analysis.

At BNY, our culture allows us to run our company better and enables employees' growth and success. As a leading global financial services company at the heart of the global financial system, we influence nearly 20% of the world's investible assets. Every day, our teams harness cutting-edge AI and breakthrough technologies to collaborate with clients, driving transformative solutions that redefine industries and uplift communities worldwide. Recognized as a top destination for innovators, BNY is where bold ideas meet advanced technology and exceptional talent. Together, we power the future of finance - and this is what #LifeAtBNY is all about. Join us and be part of something extraordinary. We're seeking a future team member for the role of Director to join our Data Risk Management team. This role is located in New York City In this role, you'll make an impact in the following ways: As a Director in the Data Risk Management team - part of the Chief Operational Risk Officer (CORO) organization within the broader Second Line Risk & Compliance function - this role serves as a key individual contributor with enterprise-wide visibility. This role plays a critical part in ensuring that data risks are appropriately identified, assessed, and mitigated in alignment with the firm's risk appetite and strategic objectives. The position involves regular engagement with senior stakeholders across the First Line of Defense, particularly those responsible for the enterprise Data Management Framework. Direct interaction is essential to provide independent second line oversight, challenge, and advisory support on the design and effectiveness of data-related frameworks, policies, processes, and controls. Lead the development, implementation, and continuous improvement of the enterprise-wide Data Risk Management Framework in alignment with the firm's Operational Risk strategy. Serve as a subject matter expert on data management, providing authoritative guidance on data governance, data quality, data architecture, and issue management practices. Partner with First Line of Defense stakeholders - including Data Practice lead and business-aligned data owners - to design and embed effective data controls, with a focus on accuracy, completeness, and fitness-for-purpose. Independently monitor and challenge the effectiveness of data risk management practices across business units, ensuring alignment with internal risk appetite and external regulatory expectations. Translate evolving regulatory requirements into actionable risk management initiatives and control enhancements. Support the identification, assessment, and escalation of data risks, and contribute to the development of risk metrics and reporting for senior management and governance forums. Promote a strong risk culture by fostering awareness of data risk and accountability across all levels of the organization. Collaborate with other Second Line functions (e.g., Operational Risk Officers, Technology Risk, Compliance) to ensure a cohesive and comprehensive approach to data risk oversight. To be successful in this role, we're seeking the following: The candidate must have a minimum of 10-12 years of total work experience, with a strong emphasis on data risk, data governance, or enterprise data management. Prior experience in an Operational Risk or Second Line of Defense risk function is a plus, ideally within a financial service organization. Deep expertise in data management principles, including data quality, metadata, lineage, and regulatory frameworks (e.g., BCBS 239, DCAM). The ideal candidate must be a subject matter expert in data management, with deep knowledge of data governance, quality, lifecycle management, and regulatory expectations. This expertise enables the role to drive meaningful oversight and contribute to the continuous enhancement of the firm's data risk posture. Proven ability to engage with senior stakeholders and influence data risk practices across complex organizational structures. Exceptional written, verbal, and presentation skills, with the ability to communicate complex data risk concepts clearly and effectively to both technical and non-technical audiences. At BNY, our culture speaks for itself, check out the latest BNY news at: BNY Newsroom BNY LinkedIn Here's a few of our recent awards: America's Most Innovative Companies, Fortune, 2025 World's Most Admired Companies, Fortune 2025 “Most Just Companies”, Just Capital and CNBC, 2025 Our Benefits and Rewards: BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life's journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter. BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans. BNY assesses market data to ensure a competitive compensation package for our employees. The base salary for this position is expected to be between $175,000 and $225,000 per year at the commencement of employment. However, base salary if hired will be determined on an individualized basis, including as to experience and market location, and is only part of the BNY total compensation package, which, depending on the position, may also include commission earnings, discretionary bonuses, short and long-term incentive packages, and Company-sponsored benefit programs. This position is at-will and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation) at any time, including for reasons related to individual performance, change in geographic location, Company or individual department/team performance, and market factors.