Apply for the Director, Quantitative Market Risk Analytics position

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Office Status: Hybrid

Salary: $144,000 – $215,000

Responsibilities:

Develop, test, implement and document risk analytics for new products.
Lead the enhancement of infrastructure to implement new risk analytics models including controls to monitor their performance.
Perform quantitative research to implement model changes, enhancements, and remediation plans.
Work with stakeholders across business and functional teams during model development process
Create tools and dashboards which can enhance and improve risk analysis.
Conduct analysis on existing model short-comings and design remediation plans.
Maintain, update, improve and back-test risk models.
Analysis and governance of historical time series data.
Develop Market Risk Analytics platform.
Identify risks not captured by analytics, develop, and implement methodology to quantify the materiality, and design strategic plan to better integrate and manage such risk.
Support discussion with regulators as a subject matter expert.