Vice President - Market Risk Model Development - Retail/Commercial Banking - Asset Management Firm

Our client is global Asset Management firm focusing on Asset & Liability Management, Risk Management, Economic and Investment data analysis.

They are looking to hire candidates in VP - Market Risk Model Development.

Job Responsibilities:

- Responsible for developing, maintaining, and expanding existing Market Risk Models.

- Lead, mentor and grow development team.

- Challenge existing models and model assumptions and implement model improvements.

- Perform statistical and economical assessments of model quality and mitigate potential shortcomings.

- Responsible for maintenance of model documentations

- Document the assessment to required standards, interact, and discuss with stakeholders.

Essential Qualification and Skills:

- Master's/bachelor's degree in a quantitative discipline, such as Statistics, Mathematics, Quantitative Finance or Applied Economics and related fields.

- Market Risk Model Development Experience for Retail/Commercial Banking risk models.

- People Management experience.

- Relevant experience in one of the following areas: development of statistical models, analyses, and reports; model validation; data science; business planning; consulting; strategy; asset management.

- An excellent knowledge of statistical programming and coding in R or Python.

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful