Log In
Sign Up
Now hiring in Ithaca, NY
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 lensMasters 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 derivativesStrong working understanding of the derivative markets mainly fixed income, equity and credit product offerings.
