What are the responsibilities and job description for the Vice President Market Risk Quant position at Taurus Search?
Responsibilities:
- Engage in the development of Market Risk models across all asset classes.
- Carry out quantitative research in the enhancement of Market Risk models & methodologies.
- Engage with Senior Risk executives in the optimization of the models.
- Generate technical tools which enhance market risk analysis across the organization.
- Design the Python libraries which will support the market risk modeling process.
- Ensure that market risk methodologies & models comply with the organizations model risk framework.
Requirements:
- 5 years of experience in a market risk modeling role within a major investment bank.
- Hands on experience working with Value at Risk (VaR) and counterparty exposure models.
- Masters Degree in a quantitative field
- Product Knowledge: Rates, FX, Equities, MBS, Credit, Commodities
- Technical Skills: Python, SQL, VBA
Salary : $150,000 - $180,000