A Top International Investment Bank is hiring experienced and hands-on talent to join their industry-leading market risk model development team based out of NY. This hire will work directly with the Head of the Group in a hands-on function across the top risk modeling team in all of banking.
The hire will be responsible for developing and implementing risk models across all asset classes, enhancing market risk engine and FRTB frameworks, covering the full development life cycle of modeling, and working cross-functionally with different business lines.
The firm is ideally looking for hands-on experience in development across asset classes, ability to effectively and closely work with senior management, strong programming and coding skills in Python, and a very quantitative background.
- Developing and implementing market risk models from scratch across all asset classes
- Maintaining and enhancing market risk frameworks
- Working with the Head of the Group and senior management in a hands-on function
- Work cross-functionally with the Front Office and IT teams
- 5+ years of prior experience in a hands-on model development function
- Strong programming skills in Python
- Quantitative and statistical skills
- Excellent communication skills