OneMain Financial Jobs

Monitor and analyze risk exposures for the convertible bond, credit, and other portfolios to ensure alignment with investment limits and internal risk policies. Maintain and enhance live pricing models and analytical tools for convertible bonds and other instruments to improve valuation accuracy and real-time portfolio visibility. Reconcile and validate daily profit-and-loss to ensure accurate reflection of trading activity, market movements, and exposure changes. Conduct advanced scenario and stress testing to evaluate portfolio sensitivities to changes in market factors. Communicate observations on portfolio performance and risk exposures, highlighting abnormal or distressed positions to the risk team and portfolio managers for review and discussion. Improve reporting dashboards and analytics to deliver key risk metrics and performance drivers to portfolio managers and senior management. Develop and refine risk- and performance-monitoring frameworks to identify outliers, smooth data irregularities, and enhance analytical reliability over time. Build and maintain data-validation and exception-monitoring processes to ensure consistency and quality control across internal systems. Streamline and automate recurring data workflows to improve timeliness, accuracy, and consistency of portfolio analytics. Perform ad hoc quantitative and data analysis to investigate portfolio changes, model behavior, or data anomalies and to support business or risk initiatives. Evaluate external data sources, tools, and analytical feeds for integration into internal risk, pricing, and stress-testing infrastructure. Support projects linking live quotes, risk analytics, and trading data systems to increase automation, transparency, and efficiency of internal processes. Collaborate with technology and operations teams to troubleshoot data or system issues affecting risk and pricing analytics. Contribute to continuous improvement of analytical methodologies, reporting practices, and data governance within the risk-management function. Requirements:Masters degree (US or foreign equivalent) in Computational Finance, Financial Engineering, Financial Mathematics, Quantitative Finance, or a related field and three (3) years of experience in the position offered or in a related role* All of the required experience must have included experience with: analyzing and performing valuations on convertible bonds, including pricing and risk assessment; understanding credit, volatility, and equity market dynamics; non-US securities markets; building, enhancing, and implementing advanced quantitative risk models; performing scenario analysis and stress testing across diverse market factors; conducting data validation and enforcing quality control procedures; reconciling portfolio performance metrics and data; providing advanced portfolio analytics and performance attribution; using scripting languages such as Python or R for analytical tasks; designing and improving reporting frameworks for portfolio and risk analytics; and interpreting and synthesizing market and portfolio data. *This role entails hybrid work, with time split between working in our New York, NY office and flexibility to telecommute from another U.S. location. To apply: E-mail rsum to: hr@walleyecapital.com.