VP, Senior Equity Derivatives Risk Quant
Core
Lead the design and implementation of robust risk analytics solutions for equity derivatives, including volatility surface calibration, option pricing, VaR, and capital charge calculation.
Role type
VP, Senior Equity Derivatives Risk Quant
Builds
Scalable pricing, volatility calibration, and risk engines for real-time and historical risk analysis
Domain
Financial Services / Equity Derivatives
Deliverable
production ML models
Required skills
Equity derivatives modeling (vanilla, exotic, structured), Volatility surface calibration, Option pricing, Value-at-Risk (VaR) and capital charge calculation, Scenario analysis and stress testing, Advanced Python programming, Leadership, Stakeholder management
Preferred skills
EQF platform familiarity, Regulatory engagement (SIMM, FRTB), CQF certification
Technologies
Python
Responsibilities
Lead design and implementation of risk analytics solutions; Act as senior subject matter expert advising on risk exposures and model assumptions; Architect and maintain scalable pricing and risk engines; Drive innovation in risk methodology development.
Seniority
VP, Strategic Leadership & Hands-on IC
