Vice President, Risk/ Policy Management
Core
Develop, implement, and maintain quantitative market risk models to measure and monitor exposure to Equity and related asset classes, supporting VaR, FRTB, and stress testing frameworks.
Role type
Senior quantitative market risk modeler
Builds
Production market risk models and analytical tools for regulatory compliance and internal risk monitoring
Domain
Financial services / Quantitative finance
Deliverable
production ML models
Required skills
Derivative pricing, Probability and statistics, Stochastic processes, Equity markets, Regulatory frameworks (Basel, FRTB), Time series analysis, Python, Market risk modeling (VaR, ES, RNIV), SQL, Data validation
Preferred skills
N/A
Technologies
Python, SQL
Responsibilities
Design and execute model testing plans for large-scale strategic developments; Perform quantitative analysis, backtesting, and sensitivity analysis; Develop and maintain automated workflows in production; Collaborate with Front Office, Risk Management, and Technology teams on model implementation and validation.
Seniority
Senior, hands-on IC
