Vice President, Market Risk, AI Modeling & Analytics

The Company is seeking a Vice President to advance data analytics and AI capabilities supporting trading book market risk modeling. The role involves designing and implementing AI solutions to automate risk-data processing, time-series construction, and historical data backfilling, as well as building scalable frameworks for data-quality monitoring, anomaly detection, and remediation. The successful candidate will develop and evaluate analytical models, incorporate emerging technologies, and work with technical teams to bring solutions into production. They will also partner with model review and validation teams on governance and regulatory requirements, and present findings and recommendations to senior stakeholders. Candidates should bring strong quantitative analytics expertise, hands-on experience developing AI and generative AI solutions, and advanced Python programming skills. A solid understanding of market risk methodologies and models, including value-at-risk, sensitivity analysis, and stress testing, is important. Experience building production-ready analytical solutions with large financial datasets and collaborating across risk, technology, data, and front-office teams is also required. Applicants should be able to apply statistical methods to evaluate and improve models and communicate technical results effectively.