Market Risk Analytics, Vice President
📋 Role Overview & Responsibilities
Our client is seeking a Vice President for their Market Risk Analytics team. This role is perfect for a quantitative professional who thrives in developing methodologies and being a part of the full life cycle of risk models. (Market Risk Specifically)
What You'll Do
Develop, test, implement, and document risk analytics for new productsLead the enhancement of infrastructure to implement new risk analytics models including controls to monitor their performancePerform quantitative research to implement model changes, enhancements, and remediation plansWork with stakeholders across business and functional teams during the model development processCreate tools and dashboards that can enhance and improve the risk analysisMaintain, update, improve and back-test risk modelsAnalysis and governance of historical time series dataDevelop Market Risk Analytics platformIdentify risk not captured by analytics, develop and implement a methodology to quantify the materiality, and design a strategic plan to better integrate and manage such risk
What You Bring
3-5+ years of experience in quantitative modeling for market riskMaster’s Degree in a quantitative field preferredDeep understanding of Value-at-Risk and counterparty exposure models preferredExperience with pricing and risk models for financial derivativesStrong analytical skills are required to understand quantitative modelsStrong knowledge and understanding of the derivative markets mainly for fixed-income, equity and creditStrong project, management, and organizational skillsStrong writing and presentation skillsProficient programming skills in Python and database expertiseExperience with time series techniques and governance
What Sets This Company Apart
Our client is a leading global financial institution known for its commitment to innovation and excellence.
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This position is located in New York, NY with potential relocation and sponsorship assistance depending on candidate qualifications.
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