Apply for the VP, Quantitative Market Risk Analytics position
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Office Status: Hybrid
Salary: $144,000 – $200,000
- 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.