I am working with a reputable International Investment Bank looking to hire talented quantitative individuals to be apart of a long-term team build-out and join their Risk Engineering stress testing team, which oversees the entirety of the firm's Risk Engineering function. This role reports up to the Head of the Group, with direct line of sight into the Head of Portfolio Risk, and offers senior responsibility and leadership exposure from day one.
This role will be a hands-on and quantitative one, where the design and monitoring of quality checks and data governance for VaR, risk sensitivities, and stress testing will be at the forefront of responsibilities from a day-to-day perspective. The candidate will evaluate all risk from a technical level, covering data breach investigations, model support, and serve as a primary stakeholder for new product implementation and time series projects. Additionally, this employee will be owning the entirety of the VaR back-testing process to ensure proper analysis is taken.
The firm is ideally looking for candidates with at least 6+ years of experience at the VP-level on a market risk support function, proficiency in Python and SQL, and with prior experience in an institutional bank.
- Designing and monitoring of quality checks and data governance for VaR, risk sensitivities, and stress testing
- Time series maintenance and serving as a primary stakeholder for time series projects
- Working with Market Risk on any data breaches or quality issues that could affect VaR sign off
- Design a comprehensive data integrity governance process for time series management
- Owning the entirety of the VaR back-testing process to ensure proper analysis is taken
- 6+ years of experience in a risk management function at an institutional bank
- Experience working with historical market data for VaR calculations and other risk metrics
- Proficiency in Python and SQL
- Strong communication skills along with a strong risk-sensed skillset and technical skills