Vice President, Liquidity & Market Quantitative Model Risk

The Company is seeking a Vice President to support liquidity and market quantitative model risk activities. The role focuses on monitoring and testing critical risk models, examining their assumptions, algorithms, code, and outputs, and assessing their performance under extreme scenarios. Responsibilities include developing benchmark and challenger models, conducting liquidity stress tests, evaluating the effects of market and operational events and proposed initiatives, and maintaining model documentation. The successful candidate will analyze complex datasets, improve code and automate processes, and communicate findings to senior stakeholders and regulators. Candidates should have experience in model validation, model risk, model governance, model monitoring, or quantitative risk testing, along with a strong technical and quantitative background. Advanced SQL, strong Python, and experience using R for quantitative analysis are required, as is the ability to work with existing codebases and large datasets. Applicants should be skilled at evaluating model methodologies and behavior, solving problems, and maintaining high standards of analytical quality. Clear communication with both technical and non-technical audiences is essential.