The Company is in search of a Vice President, Market Risk / CCR Quant Analyst to join their dynamic and inclusive team. The successful candidate will be responsible for leading and managing multidisciplinary engagements, providing advanced quantitative analysis and modeling to address complex market risk challenges, and developing, validating, and implementing quantitative risk models. This role requires a professional with a minimum of 3-8 years' of relevant experience in quantitative modeling, market risk management, derivatives pricing, or risk advisory within financial services, and a strong background in areas such as derivatives pricing, stochastic modeling techniques, statistical methods including AI/ML, and programming (e.g. Python, R, C++). Key responsibilities for the Vice President, Market Risk / CCR Quant Analyst include leading project teams, mentoring and supervising junior members, and ensuring high-quality delivery. The role also involves providing thought leadership in quantitative methodologies, regulatory requirements, derivatives pricing techniques, and industry best practices. The ideal candidate will have excellent analytical and problem-solving skills, with the ability to communicate complex quantitative concepts clearly to non-technical stakeholders. Additionally, the role supports business development initiatives, including identifying new opportunities and developing proposals. The company is committed to diversity, equity, and inclusion, and seeks to attract, develop, and retain the best talent, providing an environment where team members can grow their skills, belong to a team that values their ideas, and make a meaningful impact.

Hiring Company

Mazars Denge