VP/Director – Team Lead
Privately-held institution looking for a team lead for their new Cross-asset risk analytics brand, covering OTC derivatives. This will enable this institution to provide risk analytics as part of its hosted valuations offering.
Role will involve specification, development, testing and production of an accurate quantitative framework for risk analytics such as scenario analysis, market risk measures and PL attribution.
DUTIES:
- Working with cross-asset product, market data and quant groups to establish asset class / instrument specific methodologies for the analytics
- Driving the specification, development, calibration and testing of the analytics
- Ensuring accuracy of the risk analytics across all asset classes
- Working with sales management to plan a commercial strategy and technical pre-sales for the new brand
- Managerial responsibilities: Maintaining methodology documents, external and internal presentations, marketing and PR collateral, roll-out plans, fact-sheets for the analytical projects
- Working with operational analysts in running trials, technical discussions on methodology and on-boarding clients for these offerings
- Working both internally and externally in a global environment across the projects
This oppotunity requires 5+ years experience in roles such as: Risk Modelling, Market Risk, Valuations, Financial Engineering.
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