Summary

Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for various risk models such as value-at-risk, stress testing, and capital models. Candidate will join the Risk Analytics group that partakes in the complete life cycle of model development: from methodology inception and design to local implementation and validation. The successful candidate will also provide analysis and feedback on changes to or introduction of new models at the firm. More specifically the VP will be responsible for risk analytics initiatives and development pertaining to fixed income and securitized products.


Responsibilities
+ Develop, test, implement and document risk analytics for new products
+ Lead the enhancement of infrastructure to implement new risk analytics models including controls to monitor their performance
+ Perform quantitative research to implement model changes, enhancements and remediation plans