Vice President Market Risk Quant jobs in United States
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Taurus Search ยท 1 week ago

Vice President Market Risk Quant

positionNYC Metro Area
timeFull-time
remoteOnsite
senioritySenior Level
money$150K/yr - $180K/yr
date5+ years exp

Taurus Search is seeking a Vice President Market Risk Quant to develop and enhance Market Risk models across various asset classes. The role involves engaging with senior executives and designing technical tools to support market risk analysis.

Human ResourcesRecruitingStaffing Agency

Responsibilities

Engage in the development of Market Risk models across all asset classes
Carry out quantitative research in the enhancement of Market Risk models & methodologies
Engage with Senior Risk executives in the optimization of the models
Generate technical tools which enhance market risk analysis across the organization
Design the Python libraries which will support the market risk modeling process
Ensure that market risk methodologies & models comply with the organizations model risk framework

Qualification

Market Risk ModelingValue at Risk (VaR)PythonSQLVBAQuantitative ResearchProduct KnowledgeMasters Degree

Required

5+ years of experience in a market risk modeling role within a major investment bank
Hands on experience working with Value at Risk (VaR) and counterparty exposure models
Masters Degree in a quantitative field
Product Knowledge: Rates, FX, Equities, MBS, Credit, Commodities
Technical Skills: Python, SQL, VBA

Company

Taurus Search

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Taurus Search is a recruitment consulting firm that offers permanent, contract, and temporary placement services.
dateFounded in 2011
location
New York, New York, USA
people-size11-50 employees
web-link
https://taurussearch.com

Funding

Current Stage
Early Stage

Leadership Team

P
Paul McMahon
Founder
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