Senior Vice President - Quantitative Risk Management

Our Client is a multi- billion dollar, publicly traded financial services company. 

• Lead a group of quantitative specialists monitoring model risks across all of the firm’s financial market activities.  

• This team undertakes formal model validation sign-off of financial models, both for financial market instruments and for risk aggregation calculations (e.g. Value-at-Risk and credit exposure calculations).

   

•         Advanced graduate degree (preferably Ph.D.) in a quantitative discipline i.e. Physics, Mathematics, Finance or Economics

•        Experience leading a quantitative team of specialists as well as a practical hands-on attitude to participate in the work of the team.

•       Experience with modeling and validating models of fixed income instruments is required.

•       Strong financial mathematics skills and understanding of financial products and models is required.

•       Knowledge of counterparty credit measurement techniques is a plus

•       Position requires working with front office traders, modelers, actuaries and risk managers, on multiple projects in parallel.

•       Strong technical and programming skills are a plus and the ability to read and evaluate quantitative code is essential.