Confidential
Vice President - Market Risk Quant
About the Company
Top-tier investment bank
Industry Accounting
Type Non Profit
About the Role
The Vice President - Market Risk Quant will be responsible for leading development and implementation of advanced quantitative models used to measure and manage market risk across the firm’s traded asset classes, including Value at Risk (VaR), Stressed VaR, Incremental Risk Charge (IRC) and Default Risk Charge (DRC) frameworks in line with regulatory and capital requirements such as FRTB. You will engage in end-to-end model lifecycle activities, from methodology design and research through coding, validation, testing and deployment, ensuring analytical robustness and practical integration with risk systems. You will collaborate closely with risk managers, front-office quantitative teams, and senior stakeholders to refine model assumptions, develop new risk analytics tools, and support decision-making with actionable insights. In addition, you will contribute to the ongoing improvement of risk frameworks, documentation, and governance processes, and may mentor junior model developers within the quantitative risk analytics team.
Candidates should have an advanced degree (Master’s or Ph.D.) in a quantitative discipline such as Mathematics, Statistics, Physics, Quantitative Finance, or a related field, along with a strong track record of developing market risk models within an investment banking, consulting, or risk analytics environment. Proficiency in programming languages such as Python, C++, R or SQL is essential for hands-on model development and implementation. Strong analytical and problem-solving skills, deep understanding of market risk methodologies (e.g., VaR, regulatory capital models), and the ability to translate complex quantitative concepts to both technical and non-technical audiences are critical for success. Excellent collaboration skills and the ability to work effectively with cross-functional teams under tight deadlines are also key to this role.
Hiring Manager Title Head of Risk Analytics
Travel Percent Less than 10%
Functions
Finance
About the Company
Top-tier investment bank
Industry Accounting
Type Non Profit
About the Role
The Vice President - Market Risk Quant will be responsible for leading development and implementation of advanced quantitative models used to measure and manage market risk across the firm’s traded asset classes, including Value at Risk (VaR), Stressed VaR, Incremental Risk Charge (IRC) and Default Risk Charge (DRC) frameworks in line with regulatory and capital requirements such as FRTB. You will engage in end-to-end model lifecycle activities, from methodology design and research through coding, validation, testing and deployment, ensuring analytical robustness and practical integration with risk systems. You will collaborate closely with risk managers, front-office quantitative teams, and senior stakeholders to refine model assumptions, develop new risk analytics tools, and support decision-making with actionable insights. In addition, you will contribute to the ongoing improvement of risk frameworks, documentation, and governance processes, and may mentor junior model developers within the quantitative risk analytics team.
Candidates should have an advanced degree (Master’s or Ph.D.) in a quantitative discipline such as Mathematics, Statistics, Physics, Quantitative Finance, or a related field, along with a strong track record of developing market risk models within an investment banking, consulting, or risk analytics environment. Proficiency in programming languages such as Python, C++, R or SQL is essential for hands-on model development and implementation. Strong analytical and problem-solving skills, deep understanding of market risk methodologies (e.g., VaR, regulatory capital models), and the ability to translate complex quantitative concepts to both technical and non-technical audiences are critical for success. Excellent collaboration skills and the ability to work effectively with cross-functional teams under tight deadlines are also key to this role.
Hiring Manager Title Head of Risk Analytics
Travel Percent Less than 10%
Functions
Finance