VP, Multi-Asset Systematic Risk Analytics

Jobtailor; Massachusetts; Hybrid; USD 200,000 - 260,000; Full time

Job summary

Jobtailor in Massachusetts seeks a senior leader to guide a team of quantitative risk specialists, shaping risk analytics strategy and directing platform development. You will validate VaR and stress tests, oversee complex multi-asset onboarding, and collaborate with PMs, risk managers, and tech leaders.

You will drive derivatives pricing expertise, build dashboards, and translate complex model results for technical and non-technical audiences, with a strong emphasis on data quality and scalable

Qualifications

• 10+ years in investment industry with quantitative risk management or portfolio analytics.
• At least 5 years in leadership or people management.
• Advanced degree in a quantitative field as listed.
• Prefer CFA/FRM designation.
• Expert in derivatives pricing and risk analytics across asset classes.

Responsibilities

• Lead, mentor, and develop a team of quantitative risk specialists.
• Set strategic direction and priorities for the team.
• Oversee daily validation of VaR, stress tests, factor exposures, and performance attribution.
• Allocate team resources across daily risk oversight, strategy onboarding, and platform development.
• Direct the design and enhancement of the portfolio risk platform.
• Research and implement new risk methodologies and models.
• Oversee onboarding of complex multi-asset strategies.
• Develop risk reports, dashboards, and analytical tools.
• Serve as primary contact with portfolio managers, risk managers, and technology leaders.
• Communicate quantitative concepts, model results, and risk analyses to technical and non-technical audiences.
• Partner with technology teams on platform architecture, data infrastructure, and data quality frameworks.
• Represent quantitative risk in cross-departmental meetings, regulatory inquiries, and internal audits.

Skills

Python

SQL

Team Leadership

Risk Management

Derivatives Pricing

Portfolio Analytics

Data Infrastructure

Education

Master’s or PhD in Financial Engineering/Computational Finance/Financial Mathematics/Statistics/Physics/CS

CFA or FRM designation strongly preferred

Tools

RiskMetrics

Barra

Dashboards

Job description

Jobtailor in Massachusetts seeks a senior leader to guide a team of quantitative risk specialists, shaping risk analytics strategy and directing platform development. You will validate VaR and stress tests, oversee complex multi-asset onboarding, and collaborate with PMs, risk managers, and tech leaders.

You will drive derivatives pricing expertise, build dashboards, and translate complex model results for technical and non-technical audiences, with a strong emphasis on data quality and scalable