Job Description
Risk - Quantitative Engineering - Vice President - London location_on London, Greater London, England, United Kingdom
MARKET RISK STRATS, RISK, VICE PRESIDENT
We are currently seeking experienced candidates for the position of Vice President in Market Risk Strats team within the Risk Division to lead Equities Market risk Strats
The Market Risk Strats team is a multidisciplinary group of quantitative experts focusing on market risk and capital models. The team is primarily responsible for designing, implementing and maintaining quantitative models for metrics such as Value-at-Risk, Stress Tests and Capital.
Responsibilities
The responsibilities can include:
- Developing, refining and maintaining robust and production quality market risk models (such as value-at-risk, stress tests) and capital models covering Equities businesses.This involves identifying market risk factors for various equity products (derivatives) and b...