A leading Investment Bank in NYC is looking to hire an AVP level candidate specialized in Market Risk and Market Risk Production to join their Portfolio Risk & Portfolio Risk Analytics team.
This hire will report directly to the Head of Portfolio Risk Analytics and be responsible for the development and methodology of Market Risk metrics and reports, as well as work on VaR back-testing and regulatory implementation for FRTB. This candidate can have great exposure to senior management senior decision makers in the business as they continue to grow.
The ideal hire will be coming from a Market Risk, Risk Production, or FRTB Implementation role with experience across traded products and Market Risk Data. Candidates must be proficient in Python, SQL, and Tableau.
Responsibilities:
Qualifications:
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