Risk Management - Quant Modeling Lead - Vice President
Core
Assess and mitigate risks associated with complex quantitative models used for valuation, risk measurement, capital calculation, and decision-making.
Role type
Vice President, Quant Model Risk Lead (Managerial)
Builds
Robust model performance metrics, alternative model benchmarks, and governance frameworks for credit, interest rate, and equity pricing models.
Domain
Financial Services / Quantitative Risk Modeling
Deliverable
production ML models | dashboards & analysis
Required skills
Probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory, stochastic calculus, risk-neutral valuation, C/C++ or Python programming, model validation, regulatory compliance
Preferred skills
Front office model development experience, mentorship of junior team members
Technologies
C, C++, Python
Responsibilities
Review complex pricing models for conceptual soundness and design appropriateness; Develop and maintain model performance metrics and benchmarks; Evaluate model behavior and suitability for intended applications; Provide expert guidance on model usage and governance to business units; Manage and mentor junior team members
Seniority
Vice President, hands-on IC with managerial responsibility
