Director, Quantitative Risk Management
Core
Lead the development, implementation, and maintenance of quantitative risk models for margin, clearing funds, and stress testing of financial derivatives.
Role type
Director, Quantitative Risk Management (IC + Team Lead)
Builds
Quantitative risk models, model validation tools, and analytics for margin and stress testing
Domain
Financial services / Derivatives clearing / Quantitative risk
Deliverable
production ML models | product features
Required skills
Python, SQL, implied volatility simulation, interest rate risk modeling, short-dated options modeling, model validation, regulatory compliance, team management, whitepaper production
Preferred skills
Academic research, industry best practices, data analysis, model prototyping
Technologies
Python, SQL
Responsibilities
Direct model development for margin and stress testing; execute model enhancements for regulatory findings; monitor model performance and conduct backtesting; support new product launches; manage a team of financial engineers; produce technical documentation and whitepapers; lead remediation of validation findings.
Seniority
Director, strategic leadership + hands-on technical execution
