Vice President Market Risk Quant

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