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VP, Quantitative Market Risk Analytics

  • New York, NY
  • Full Time

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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.