VP, AI & Data Analytics for Market Risk

Selby Jennings; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

Selby Jennings in New York City is seeking a Vice President to join its AI-focused Market Risk team within the Risk Modeling function. You will collaborate with Front Office, Risk Management, Technology, and Data teams to advance analytics and AI capabilities, shaping risk frameworks across trading activities.

The role emphasizes designing and implementing AI-driven solutions for data processing, VaR, stress testing, and model monitoring, while ensuring governance and regulatory alignment.

Qualifications

• At least 5 years of experience in data analytics, AI/ML, quantitative risk, or related field.
• Advanced degree in a quantitative discipline as listed.
• Strong Python programming skills with large datasets.

Responsibilities

• Lead AI-driven solutions for market risk data processing, time series construction, and data workflows.
• Build scalable frameworks for data quality monitoring, anomaly detection, and remediation.
• Support development and monitoring of VaR, Stressed VaR, sensitivities, and stress testing.

Skills

Python

Data analytics

AI/ML

Quantitative analysis

Communication

Education

Advanced degree in Mathematics, Statistics, Computer Science, Data Science, or Financial Engineering

Job description

Selby Jennings in New York City is seeking a Vice President to join its AI-focused Market Risk team within the Risk Modeling function. You will collaborate with Front Office, Risk Management, Technology, and Data teams to advance analytics and AI capabilities, shaping risk frameworks across trading activities.

The role emphasizes designing and implementing AI-driven solutions for data processing, VaR, stress testing, and model monitoring, while ensuring governance and regulatory alignment.