Taurus Search · 1 month ago
Vice President Market Risk Engineering
Taurus Search is seeking a Vice President of Market Risk Engineering to enhance their market risk management practices. The role involves designing and developing market risk infrastructure, optimizing risk models, and collaborating with teams to translate engineering requirements into actionable insights.
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Responsibilities
Designing, develop and test market risk infrastructure to achieve greater functionality of market risk management practices
Optimize and enhance the bank's market risk models, including the automation of manual processes for market risk management
Collaborate with Market Risk and IT teams to understand engineering requirements and translate them into insights
Design and maintain data pipelines using Python to extract, clean, and transform data from various sources for risk calculations
Qualification
Required
7+ years of experience in Market Risk Engineering/Market Risk Data within an investment banking environment
Masters in an Engineering/Quant/Computer Science/Finance related field
Understanding of market risk concepts: Value-at-Risk (VaR), stress testing, and backtesting
Technical Skills: Python, VBA, SQL, Excel