Risk Management - Quant Modeling Lead - Vice President
Core
Assessing and mitigating risks associated with complex models used for valuation, risk measurement, capital calculation, and decision-making.
Role type
Vice President, Quant Model Risk Lead
Builds
Robust model performance metrics and alternative model benchmarks 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, statistics, partial differential equations, numerical analysis, option pricing theory, stochastic calculus, risk-neutral valuation, C/C++, Python, numerical algorithms
Preferred skills
Front office model development experience, model review/validation/governance experience
Technologies
C, C++, Python
Responsibilities
Perform thorough reviews of complex credit, interest rate, and equity pricing models; Evaluate model behavior and suitability for intended applications; Develop and implement alternative model benchmarks; Continuously evaluate model performance for compliance and fit-for-purpose; Serve as primary point of contact for new model implementations; Manage and mentor junior team members
Seniority
Vice President, hands-on IC with managerial responsibility
