Sr. Quantitative Finance Manager
Core
Directs a team to develop, validate, and govern quantitative risk models and analytics for market risk assessment and regulatory capital calculation.
Role type
Senior IC Quantitative Finance Manager (Market Risk)
Builds
Market risk models, VaR/RNiV analytics, and regulatory capital calculations for Global Markets business units.
Domain
Financial Services / Quantitative Finance / Market Risk
Deliverable
production ML models | product features
Required skills
Quantitative modeling, Python programming, Derivatives pricing (IR option models), Value at Risk (VaR), Statistical estimation, Model risk management, Regulatory compliance (Basel, FRTB, CCAR)
Preferred skills
IBOR/SOFR/ESTER/FRTB experience, Backtesting and benchmarking, Sensitivity analysis
Technologies
Python
Responsibilities
Direct quantitative team and oversee stakeholder engagement for audit/regulatory exams; Set quantitative work priorities aligned with bank strategy; Maintain oversight of model development and risk management; Lead methodological and technical guidance for development/validation projects; Perform statistical analysis on market data and model parameters; Communicate analysis results to stakeholders and regulators.
Seniority
Senior, hands-on IC with management responsibilities
