A Global Investment bank in New York City is seeking to hire an experienced Quantitative Risk individual at the VP level to join its growing Risk Analytics team. This individual will be responsible for being involved in the full model development process for risk analytics for Equities, Fixed Income, Derivatives, and other products including the development for VaR, stress testing and Capital Models. This individual will also work across different business lines of the bank, sharing an important relationship with senior stakeholders across the business. The firm is ideally targeting candidates with deep knowledge of the model development process particularly in VaR models across different asset classes. It is essential for this candidate to have excellent communication ski