Skip Navigation

Director, Quantitative Market Risk Analytics

  • New York, NY
  • Full Time

Apply for the Director, Quantitative Market Risk Analytics position

"*" indicates required fields

Max. file size: 10 MB.
Drop files, or upload here
Madison-Davis is committed to protecting and respecting your privacy, and we will only use your personal information to contact you regarding the services you requested from us. Your contact information will not be shared or sold to third parties for marketing purposes. We would like to contact you about our products and services, as well as other content that may be of interest to you; messaging frequency will vary based on hiring needs and opportunities. If you consent to us contacting you for this purpose, please check the box below.
I agree to receive communications from Madison-Davis
You may unsubscribe from these communications at any time by replying STOP. You may also text HELP for more information. Mobile messaging and data rates may apply.
This field is for validation purposes and should be left unchanged.

Office Status: Hybrid

Salary: $144,000 – $215,000


  • 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.