A top Bulge-Bracket Bank is looking to hire a Quantitative Risk Manager at the VP-level to cover all portfolio risks in relation to the firm's risk appetite, and lead model development projects for this completely new function for the bank.
This role will sit very closely to the business, working cross-functionally with the Credit Risk group as well as the Prime Brokerage business for the firm. It will report directly up to the Global Head of the Group, and sit within the Hedge Fund designation of the risk team.
The role will be very senior and client-facing, working cross-functionally with different teams throughout the bank as well as coordination with key senior stakeholders, while also being hands-on in regards to covering the end-to-end model development life cycle.
The firm is ideally looking for strong candidates with 6+ years of experience in a quantitative development role, prior experience in risk management, advanced coding skills in Python and SQL, extensive knowledge of financial instruments across all asset classes, and the ability to communicate effectively and efficiently with senior management and clients.
Responsibilities:
- Hands-on model development and implementation
- Data sourcing in SQL and writing code in Python
- Working cross-functionally with the Prime Brokerage business and the Credit Risk group
- Communicating and presenting key findings and risk exposures to management and stakeholders
Qualifications:
- 6+ years of experience in a quantitative development role
- Prior risk management experience
- Extensive knowledge of financial instruments and products across all asset classes
- Excellent communication skills
