Quantitative Risk Manager
We are currently partnered with a Chief Market Risk Officer at a bank poised for substantial asset growth. They are looking for an experienced Risk Analytics/Risk Modeling leader to help lead the development and refinement of risk models and analytics. In this role, you will lead modeling efforts across Market Risk Modeling (VaR), Counterparty Risk (PFE/CVA), ALM, Liquidity Risk, Interest Rate Risk in the Banking Book, and Mortgage Modeling.
Job Summary
- We are seeking a risk analytics quantitative manager to develop and enhance risk models and analytics across Value-at-Risk (VaR), Potential Future Exposure (PFE), Mortgage risk, Liquidity risk and Interest rate risk in banking book.
- As the bank expects to grow its asset base, this role is critical in ensuring robust risk measurement, supporting strategic initiatives, and strengthening risk oversight.
- The candidate will work closely with Market Risk Oversight, Model Validation, Treasury, ALM, Finance and the Capital Market Group.
- The role also requires direct interaction with the regulators, ensuring transparency in risk methodologies, stress testing frameworks, and compliance with Basel, CCAR, IRRBB and Liquidity Risk regulatory framework.
- Reporting directly to the Chief Market Risk Officer (CMRO), this is a high-visibility role with exposure to senior leadership, including the Chief Risk Officer (CRO), Chief Operating Officer (COO), Chief Investment Officer (CIO) and Treasurer.
Qualifications
- Roles at this level typically require a university / college degree and higher level education such as a Masters degree, PhD, or certifications.
- Industry -relevant experience is typically 12+ years. At least 5 years of prior management experience is typically required.
- Proven leadership experience with a large scope of responsibility is required.
- In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.
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