Selby Jennings ยท 6 days ago
VP - Market Risk Quant
New York, NY
Full-time
Onsite
Mid, Senior Level
$170K/yr - $200K/yr
5+ years expSelby Jennings is a Tier-1 American Investment Bank in NYC looking to hire a VP level candidate specialized in Market Risk model development. The role involves developing and implementing Market Risk Models and engaging with senior management and Risk Managers.
BankingEmploymentRecruiting
Hiring Manager
Colin Errity
Responsibilities
Build and develop Market Risk Models (VaR, SVaR, RNiV) for the firm's Traded Asset Classes
Assist in the development of various Risk Capital Models for FRTB (IRC/DRC/CRM/Stressed RWA)
Engage with Risk Managers and FO Quants to understand methodology procedures for Model Development
Develop new Risk Analytics and tools for Market Risk Managers and Front Office
Work in the full model development life cycle from methodology to development to implementation
Qualification
Required
PhD or Advanced Degree in a Quantitative Function (Statistics, Mathematics, Physics, Quantitative Finance, etc.)
5+ Years of experience developing Market Risk models from scratch at an Investment Bank or Consulting Firm
Working experience on Market Risk Model development
Working ability in Python, C++, and SQL
Company
Selby Jennings
Global recruitment firm specialising in Banking
1001-5000 employees
Funding
Current Stage
Late StageRecent News
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