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VP - Equities Market Risk Analytics
A leading Investment Bank in NYC is looking to hire a VP level candidate specialized in Equities Market Risk models to join their Quantitative Market Risk Methodology team. This hire will report directly to the Head of Market Risk Analytics and be responsible for the development and methodology of Market Risk Models in relation to FRTB and other Capital Requirements. This individual will join a newly built team and serve as the expert on Equity models for the team. The ideal hire will be coming from a Risk or Quant background with experience in Equities Market Risk Models and Risk Analytics. Candidates must be proficient in Python, C++, R, or SQL. Responsibilities: Build and develop Market Risk Models in relation to FRTB for the firm's Equities por


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