Position Details

Type Full-Time

Experience executive

Exp. Years 5+ years

Education PhD/Master degree in a quantitative field such as Quantitative Finance, Economics, Mathematics, Physics, Engineering or equivalent.

Category Data & Analytics

About this role

Vice President-level Market Risk Analytics role focused on market shock scenario design, stress testing, and integrating AI tools into risk analytics and regulatory-compliant risk modeling.

Key Responsibilities

Develop and implement models, frameworks and analytical tools for risk analytics and risk management, focusing on market shock scenario design and stress testing
Interpret model outputs and communicate findings to stakeholders
Conduct quantitative analysis to assess model performance
Collaborate with IT to integrate models into systems
Collaborate with Model Risk Management for validation

Technical Overview

Quantitative risk modeling across asset classes with Python/SQL, AI tooling, and model risk management; emphasis on scenario design, time series analysis, and regulatory requirements.

Ideal Candidate

An executive-level quantitative risk professional with a PhD/Master in a quantitative field, 5+ years of experience in market/credit risk modeling, and strong Python/SQL skills; adept at integrating AI tooling into risk analytics.

Must-Have Skills

PhD/Master degree in a quantitative field such as Quantitative FinanceEconomicsMathematicsPhysicsEngineering or equivalent5+ years experience working with quantitative risk and/or financial modelsExperience with credit or market risk models such as VaRIRC/DRCIDL; scenario designor related fields such as time series analysisstatisticsor asset pricingProficiency in PythonSQL and Microsoft productsFamiliarity with AI tools and their strengths/weaknessesand experience with promptingExperience in AI tool development/deployment is preferred

Nice-to-Have Skills

Experience with CCAR NPR rulesExperience with ModelOps/ ML Ops/ LLM OpsAI tool development/deployment

Tools & Platforms

PythonSQLMicrosoft products

Required Skills

['Python''SQL''Mathematical modeling''Quantitative finance''Econometrics''Time series analysis''Asset pricing''Scenario analytics''Risk models''VaR''IRC/DRC''IDL''CCAR NPR rules''Model risk management''AI tools''Prompting''ModelOps/ML Ops/LLM Ops''Microsoft products']

Hard Skills

PythonSQLMathematical modelingQuantitative financeEconometricsTime series analysisAsset pricingScenario analyticsRisk modelsVaRIRC/DRCIDLCCAR NPR rulesModel risk managementAI toolsPromptingModelOps/ML Ops/LLM OpsMicrosoft products

Soft Skills

CommunicationCritical thinkingProblem solvingCollaborationAttention to detail

Industry & Role

Industry Banking

Job Function Lead risk analytics and AI integration initiatives to enhance stress testing and regulatory compliance in market risk

Role Subtype risk analytics lead

Tech Domains Python, SQL / PostgreSQL, Time Series Analysis, Asset Pricing, Macroeconomics

Keywords for Your Resume

market riskstress testingmarket shock scenario designrisk analyticsrisk managementVaRIRC/DRCIDLtime series analysisasset pricingModel Risk ManagementPythonSQLAI toolspromptingAI tool developmentrisk modelsregulatory requirementsCCAR NPRregulatory requestsscenario design

Deal Breakers

PhD/Master in a quantitative field required, 5+ years experience with quantitative risk models, Proficiency in Python and SQL

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Market Risk Analytics VP, Stress Testing and AI Integration

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