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
Related jobs
-
Featured Feat. Principal Knowledge & Data Architect USD 174K-284KAWS Neptune | Canonicalization | Chunking | Cypher | DBTBenefits including health and wellness programs | Health, wellness, and retirement plansSenior-level Full TimeHeadquarters - Chevy Chase, MD R12d ago
-
Senior Databricks Platform Engineer USD 140K-165KAWS | Active Directory | Apache Hive | Apache Spark | Audit LoggingSenior-level Full TimeArlington, VA, United States2h ago
-
Senior Data Engineer-JT0224 USD 115K-175K.Net Core | .Net Framework | AWS CloudFormation | Apache Airflow | Azure401k match | Career growth opportunities | Dental insurance | Employee resource groups | Health insuranceSenior-level Full TimeRemote, United States R2h ago
-
Senior Machine Learning Engineer USD 140K-224KAIOps | AWS | Apache Spark | Cloud platform | Data Analysis401k match | Dental insurance | Flexible paid time off | Life insurance | Medical insuranceSenior-level Full TimeRemote, United States R2h ago
-
Adjunct Instructor- Analytics- CTU Online USD 66K-76KBusiness statistics | Data analytics | Database | Decision support | Office productivityFlexible schedule | Tuition reimbursementMid-level Part TimeRemote, United States R3h ago
-
Mid-level Full TimeTel Aviv-Yafo, Tel Aviv District, IL4h ago
-
Senior-level ContractRaleigh, United States4h ago
-
SYSTEM ENGINEER - Computer Network Support - AI/ML - 6+ yrs of Experience - TS/SCI w/Poly clearance is required - ES - 032726-2 A USD 136K-140KAI/ML | Agile | Confluence | Jira | LLM401k retirement plan | Dental insurance | Disability insurance | Federal Holidays | Floating holidaysMid-level Full TimeFort George G Meade, United States5h ago
-
AI Platform Engineer USD 108K-215KAutogen | Azure Data | Azure Data Lake | Azure Data Lake Storage | Azure Key VaultMid-level Full TimeBelmont, NC, United States5h ago
-
AI Platform Engineer USD 108K-215KAI Agents | Agent Frameworks | Autogen | Azure Data | Azure Data LakeMid-level Full TimeBelmont, NC, United States5h ago
-
AI experimentation | Alerting | Artificial Intelligence | Data Annotation | Data ArchitectureSenior-level Full TimeNew York6h ago
-
Audit & Assurance - Analyst – Risk Technology & Analytics – Summer/Fall 2027, Winter 2028 USD 61K-123KAPI Development | AWS | Angular | Artificial Intelligence | AzureEntry-level Full TimeDetroit, Michigan, United States; New York, …6h ago
-
Machine Learning Engineer / AI Model Developer (Mid to Senior)(Top Secret Clearance Required) (Hybrid) USD 78K-176KAPIs | Agile methodologies | Backend Development | Cloud Computing | Data Preparation401k | Employee discount program | Employee referral rewards | Flexible spending account | Flexible work scheduleMid-level Full TimeFort Belvoir, VA, US R8h ago
-
Software Engineer, Systems ML Engineering USD 170K-251KAlerting | Benchmarking | C++ | CUDA | DashboardingSenior-level Full TimeSunnyvale, CA | Bellevue, WA | …8h ago
-
AI/HPC Network Performance Engineer USD 147K-226KAI Training | Alerting | Auto-remediation | C++ | Configuration ManagementOncall rotationSenior-level Full TimeMenlo Park, CA8h ago
-
Forward Deployed Engineer III, Google Cloud, Applied AI USD 174K-253KAPI Integration | Agent systems | Agentic Workflows | Chatbots | Cloud platformBenefits | Bonus | Equity | Travel up to 50 percentSenior-level Full TimeSan Francisco, CA, USA; Atlanta, GA, …8h ago
-
Research Software Engineer, Multimodal AI USD 174K-253KAgent Orchestration | Audio | C++ | Few-Shot Learning | Few-shotMid-level Full TimeSan Jose, CA, USA8h ago
-
ML Engineer, GenAI Ads, Search Personalization USD 207K-301KC++ | Clustering Algorithms | Data Processing | Data Structures | Data Structures and AlgorithmsSenior-level Full TimeMountain View, CA, USA8h ago
-
Senior Software Engineer, AI/ML, Ads Training USD 174K-253KC++ | Distributed Systems | GPU | JAX | Machine LearningSenior-level Full TimeMountain View, CA, USA8h ago
-
Ancillary services | Capacity markets | Data Analysis | Data Quality | Data center401k match | Dental insurance | Disability benefits | Education benefits | Employee stock purchase planSenior-level Full TimeNew York, NY, United States8h ago
-
Databricks | ERP | Power BI | Python | SAPHealth days | Mentoring | Networking opportunities | Work-life balanceEntry-level Internship Part Timemehrere Standorte, DE12h ago
-
Software Engineer, Product USD 208K-269KAgentic Frameworks | Anthropic | Claude Code | Cursor | DocumentationDental insurance | Health insurance | Paid time off | Retirement plan | Vision insuranceMid-level Full TimeSan Francisco, CA13h ago
-
C++ | Containers | Distributed Systems | Distributed Training | Distributed inferenceSenior-level Full TimeCupertino13h ago
-
Machine Learning Engineer USD 136K-215KBayesian Inference | Code review | Deep learning | Git | Machine LearningMid-level Full TimeSanta Barbara, CA, US14h ago
-
Senior-level Full TimeUnited States14h ago