Risk Management - Market Risk Model Development - Quantitative Analytics - Vice President
New York, NY, United States
USD 190K-260K (estimate) Executive-level Full Time
Tasks
- Analyze historical market data
- Assess model risk issues
- Compute value at risk
- Conduct stress testing
- Coordinate model implementation with Front Office
- Coordinate model implementation with technology partners
- Create model documentation
- Design compensating controls
- Develop market risk models
- Evaluate model performance
- Explain model behavior to regulators
- Explain model behavior to risk managers
- Explain model behavior to trading desks
- Implement mathematical models
- Model regulatory capital
- Support model validation
- Test model assumptions
- Translate regulatory requirements into model specifications
Perks/Benefits
- Backup childcare
- Discretionary incentive compensation
- Financial coaching
- Health care coverage
- Mental health support
- On-site health and wellness centers
- Retirement savings plan
- Tuition reimbursement
Skills/Tech-stack
Credit trading | Fixed Income | Jupyter | Model Validation | Pandas | Probability theory | Python | Regulatory Capital | SciPy | Scikit-learn | Securitized products | Series analysis | Statistics | Stress Testing | Time Series | Time Series Analysis | Value-at-Risk
Education
Regions
Countries
States
Cities
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