About this opportunity
Taurus Search lists this VP - Quantitative Strategy opportunity in new york, New York. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Responsibilities
Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers
Supports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches
Development of new financial models, analytics and tools to support the fixed income trading desks
Integration of financial models into Firm systems.
Tactical support of risk and pricing activities on the fixed income trading desks.
Professional Experience
5+ years of experience in quantitative modeling & strategy with a focus on fixed income and securitized products
Knowledge of pricing and risk models for financial derivatives
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Worksite address
new york, NY, 10261, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.