Strategic MD, Market Risk Quant Analytics — Chicago

The FISER Group

Chicago (IL)

Hybrid

USD 250,000 - 450,000

Full time

4 days ago

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Job summary

The FISER Group, a leading global financial institution, is seeking a Managing Director in Chicago to lead the local Market Risk Quantitative Analytics function and shape the firm's risk strategy. You will drive FRTB, VaR, stress testing, regulatory capital initiatives, and oversee model development and production deployment while mentoring a local team and coordinating with global analytics.

Location: Chicago with a hybrid schedule (3–4 days onsite); relocation package available.

Qualifications

10+ years in market risk or closely related field.
Proven leadership at Director/MD level.
Expertise in VaR, stress testing, and market risk capital.
Strong FRTB experience with IMA/SA.
Proficient in quantitative programming and production systems.
Experience engaging with regulators and senior stakeholders.

Responsibilities

Lead the Chicago Market Risk Quantitative Analytics function with technical direction.
Drive strategic market-risk initiatives across FRTB, VaR, stress testing.
Develop and monitor complex market-risk models and analytics.
Set quantitative priorities and guide model development and validation.
Collaborate with Front Office, Global Markets Risk, Technology, Model Risk and senior management.
Lead regulatory engagements and model submissions.
Drive innovation and next-generation risk analytics and tech.
Build strong relationships across the global analytics org in Chicago.