VP – Market Risk Analytics Position Available In New York, New York

VP•Market Risk Analytics
Selby Jennings Manhattan, United States
Posted 1 day ago Hybrid Job Permanent

USD150000

•USD200000 per year
VP•Market Risk Analytics
Selby Jennings Manhattan, United States
A leading Investment Bank in NYC is looking to hire a VP level candidate specialized in Market Risk model development to join their Quantitative Market Risk Analytics team.
A leading Investment Bank in NYC is looking to hire a VP level candidate specialized in Market Risk model development to join their Quantitative Market Risk Analytics team.
This hire will report directly to the Head of Risk Analytics and be responsible for the development and methodology of Market Risk Models in relation to FRTB and other Capital Requirements. This individual will join a growing team and have the ability to lead the team from day one. This candidate can have great exposure to senior management senior decision makers in the business as they continue to grow. Candidates will be responsible for hands on model development, and assisting and building VaR models from scratch.
The ideal hire will be coming from a Risk or Quant background with experience in Market Risk Models and Market Risk Analytics. Candidates must be proficient in Python, C++, R, or SQL.

Responsibilities:

Build and develop Market Risk Models (VaR, SVaR, RNiV) for the firm’s Traded Asset Classes (IR/FX/Credit)
Assist in the development of varous Risk Capital Models for FRTB
Engage with Risk Managers and FO Quants to understand methodology procedures for Model Development
Develop new Risk Analytics and tools for Market Risk Managers and Front Office
Work in the full model development life cycle from methodology to development to implementation

Qualifications:

PhD or Advanced Degree in a Quantitative Function (Statistics, Mathematics, Physics, Quantitative Finance, etc.)
5+ Years of experience developing Market Risk models from scratch at an Investment Bank or Consulting Firm
Working experience on Market Risk Model development
Working ability in Python, C++, and SQL
Job

ID PR/544766

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ABOUT COMPANY

Selby Jennings
New York, United States
1000 Employees HR & Recruitment
We support the Financial Sciences & Services industry with talent that can truly shape the future of a business. Whether that be Quantitative Analyti…