Vice President, Quantitative Risk Manager

The Company is in search of a Quantitative Risk Manager to join its team. The successful candidate will be instrumental in the development, review, and enhancement of quantitative models that underpin various risk management activities, including margin methodologies, clearing fund calculations, and stress testing frameworks. This role is pivotal in ensuring that the firm's risk models are robust, responsive to market conditions, and in compliance with regulatory standards. The Quantitative Risk Manager will have a hands-on role in model development, conduct quantitative research, and engage in technology initiatives, all while working closely with senior stakeholders across different risk management and compliance functions. Applicants should have a minimum of 5 years' experience in quantitative risk, model development, or a related field, with a strong background in derivatives pricing, financial mathematics, statistics, and risk measurement methodologies. The role requires advanced programming skills in Python, with experience in additional quantitative tools such as C++, Java, R, or MATLAB. The ideal candidate will be adept at challenging and improving quantitative methodologies, and be able to communicate complex findings effectively. Responsibilities also include designing and maintaining model monitoring frameworks, and partnering with various teams to support model deployment and governance. A key aspect of the role is the preparation of technical documentation and the support of the remediation of any validation, audit, or regulatory findings.