Risk Engineering, Vice President, Market Risk Strats, New York

We are looking for a Vice President of Risk Engineering to develop quantitative metrics across the Banking Book and Corporate Treasury portfolios. The role involves leading and working with a small team of quants to develop models and analytical frameworks that inform risk management.

Requirements

• Bachelor's or Master's degree in Computer Science, Mathematics, Electrical Engineering or related technical discipline
• Experience in quant or strat role ideally within Corporate Treasury, Asset Liability Management
• Strong understanding of Interest rate modelling, Asset Liability Management, Funding deployment strategies, balance-sheet optimization
• Experience in software development, including a clear understanding of data structures, algorithms and core programming concepts
• Strong analytical and problem solving skills
• Strong communication skills including experience speaking to technical and business audiences and working globally

Benefits

• Generous Paid Time Off
• 401k Matching
• Retirement Plan