VP, Equity Market Risk Strats & Quant Modeling Lead

WeAreTechWomen; Greater London; On-site; GBP 80,000 - 130,000; Full time

Job summary

A leading global investment firm is seeking a Vice President in Market Risk Strats to lead the development of market risk models. This role involves refining and maintaining risk models for equities and implementing quantitative analytics. Candidates should hold a PhD in a quantitative discipline and have strong programming skills alongside team management experience. The firm is committed to diversity and inclusion and offers various professional growth opportunities.

Qualifications

• PhD in quantitative discipline with 5 years of experience.
• Proven experience developing pricing models for equities.
• Strong programming skills in popular languages.

Responsibilities

• Develop and maintain market risk models for equities.
• Implement and test models ensuring quality.
• Interact with stakeholders for model results.

Skills

Strong quantitative skills in quantitative subjects

Programming experience in Java, C++, or Python

Excellent command of mathematics

Knowledge of statistics and econometric modeling

Education

PhD in a quantitative discipline

Bachelor’s/Master’s degree with 8 years experience

Job description

A leading global investment firm is seeking a Vice President in Market Risk Strats to lead the development of market risk models. This role involves refining and maintaining risk models for equities and implementing quantitative analytics. Candidates should hold a PhD in a quantitative discipline and have strong programming skills alongside team management experience. The firm is committed to diversity and inclusion and offers various professional growth opportunities.