One of our global investment banking clients is looking to hire!

As a Director of Market Risk Analytics, you will be responsible for overseeing the development and management of a variety of market risk and capital models for the bank. More specifically the candidate will lead all risk analytics initiatives and development relating to a wide spectrum of businesses, including Interest Rates, FX, Equities, XVA, Banking, and Securitized Products.

Responsibilities

• Design, develop, test, monitor and engineer market risk models across products.
• Spearhead quantitative research to deploy new modeling methodologies, enhancements and remediation plans
• Work with stakeholders across business and functional teams during model development process
• Conduct analysis on existing model short-comings and design remediation plans
• Develop Market Risk Analytics platform
• Support discussion with regulators as a subject matter expert

Qualifications

• 10 years of experience developing statistical models with a market risk lens
• Masters Degree or above in any STEM related fied; mathematics and statitics preferred.
• Deep understanding of Value-at-Risk (VaR) and counterparty credit exposure models preferred
• Experience with pricing and risk models for financial derivatives
• Strong working understanding of the derivative markets mainly fixed income, equity and credit product offerings.