MARKET RISK STRATS, RISK, VICE PRESIDENT
We are currently seeking experienced candidates for the position of Vice President in Market Risk Strats team within the Risk Division to lead Equities Market risk Strats The Market Risk Strats team is a multidisciplinary group of quantitative experts focusing on market risk and capital models. The team is primarily responsible for designing, implementing and maintaining quantitative models for metrics such as Value-at-Risk, Stress Tests and Capital. Responsibilities The responsibilities can include:- Developing, refining and maintaining robust and production quality market risk models (such as value-at-risk, stress tests) and capital models covering Equities businesses. This involves identifying market risk factors for various equity products (derivatives) and building mathematical models to capture their economic and statistical characteristics.
- Implementing, testing and productionizing models and analytics. This involves prototyping models, implementing them and designing tests to ensure the quality of implementation as well as tests for the continuous functioning of the models.
- Performing pricing analyses, risk and capital impact analyses.
- Interact with various other groups such as risk managers, senior managers and stakeholders to explain the results of the models and analytics and provide quantitative advice.
- Leading a team of quantitative analysts, managing their day-to-day activities.
- Strong quantitative skills with a PhD degree in a quantitative discipline (Physics, Mathematics, Quantitative Finance, Computer Science, Engineering, etc.) along with 5 years of relevant work experience or a Bachelor’s/Master’s degree in a quantitative discipline with 8 years of relevant work experience.
- Excellent command of mathematics, modeling and numerical techniques. Good knowledge of statistics, time series analysis, econometric modeling and probability theory.
- Strong programming skills and experience with a popular programming language (Java, C++, Python etc.).
- Hands-on experience of developing pricing models/risk models for equities (derivatives)
- Experience in managing a team of quantitative analysts.
Vacancy posted more than 2 months ago
Similar jobs that could be interesting for youBased on the Market Risk Strats, Equities Risk, VP, London in London vacancy
- £72k - £94k per annumEstimated...Morgan Stanley’s Equities Division is seeking a Strategist / Quantitative... ...its Flow Optimization team in London, focusing on the analysis of... ...optimization, and pricing and risk management models supporting... ...making across equity derivatives markets. Strats are integral...RiskFull-timeFlexible hours
- £67k - £86k per annumEstimated...Our Impact The Commodities Structuring Strats Team is a high-impact front-office group... ...Commodity Business, under the Global Banking & Markets Division. We partner closely with... ...structuring and quantitative pitching, pricing and risk analysis to final deal execution. Our...Risk
- £93k - £120k per annumEstimated...With teams in Singapore, London, and New York, PESG provides a... ...construction techniques and tail‑risk management, to strengthen total... ...solutions and advisory, leveraging market insights, advanced data... ...London as a Trader that focuses on equities trading. What will you do...RiskLong-term contractPermanentHybrid workingOn-siteWork from home
- £82k - £107k per annumEstimated...who have strong quantitative analysis skills and risk management capabilities since Treasury actively... ...are constantly changing due to business activity, markets, risk appetite, regulations and other factors. Liquidity Strats use their programming and mathematical...Risk
- £91k - £118k per annumEstimated...technology, quantitative research, and global markets. We design and operate the firm's... ...forefront of the industry. As a member of the London-based Algo R&D team, you will join a... .../liquidity-seeking strategies) for cash equities. Conduct rigorous quantitative...SuggestedTemporary
- £32k - £43k per annumEstimated...Global Banking & Markets, FX Option Strat, Associate/Senior Analyst, London GLOBAL BANKING & MARKETS Our core value is building strong relationships with our... ...exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a...Risk
- £87k - £112k per annumEstimated...convergence of public and private markets. We combine the #1 global... ...origination, structuring, and risk management solutions. The depth... ...clients forward Fund Finance Strats - what we do and your impact... ...classes such as private credit and equity, capital calls or specialty assets...Risk
- £78k - £100k per annumEstimated...primary and secondary allocations in risk, settlement process, managing... ...expands into new markets and product areas and your expertise... ...in our European Headquarters in London and adjacent to the front office... ...support of Structured Products Equity, Rates and Credit) ̵ Act as a...RiskLong-term contractOn-site
- £145k - £191k per annumEstimated...Job title: Equity Product Control Corporate Title: Vice President... ...: Finance Location: London COMPANY OVERVIEW Nomura... ...countries and regions. By connecting markets East & West, Nomura services... ...the Trading, Structuring, Sales, Risk Management, IT, Middle Office,...RiskLong-term contractSkilled worker visaOn-site
- £88k - £117k per annumEstimated...AVP/VP, Quantitative Strategist, Equities GIC is one of the world’s largest sovereign wealth funds. With over... ...active investments across global equity markets. Strategies include total return... ...portfolio construction, position monitoring, risk management, and performance analysis...RiskLong-term contractPermanentOn-siteWork from home
- £128k - £165k per annumEstimated...FICC Quantitative Researcher, Associate / VP, London We are a team of FICC Quantitative Researchers who work to transform... ...), Credit, and Commodities, with strategies including market making, automatic quoting, central risk books, systematic trading, and algorithmic execution,...Risk
- £90k - £115k per annumEstimated...life actuary, looking for your next senior position within a leading London Market firm? Then look no further! This is an exceptional opportunity to take responsibility for capital oversight, managing a risk-based process for the review of the capital model and resulting...RiskPermanent
- £121k - £160k per annumEstimated...Software Engineer at JPMorgan Chase within the Equities Trading Technology Organization, you are... ...to enhance, build, and deliver trusted market-leading technology products in a secure, stable... ...strategic advice, raises capital, manages risk and extends liquidity in markets around...RiskLong-term contract
- £68k - £88k per annumEstimated...opportunities that aim to deliver strong performance, risk-adjusted returns, and capital preservation... ...established itself as a leader in private equity real estate, offering flexible capital... ...with fluency, identifying unusual or off-market provisions. ~ Ability to work without...RiskLong-term contractPermanentOn-siteFlexible hours
- £119k - £160k per annumEstimated...You have found the right team. As the Equities Business Control Manager in the Equities business... ...obligations, conduct and operational risk and supervisory requirements. Specifically... ...spanning business execution, credit risk, market risk, model risk valuation controls,...RiskLong-term contractOn-site
- £103k - £138k per annumEstimated...