Our Client Currently looking for Director, Quantitative Risk Management

What You’ll Do:

This role directs the development, implementation, testing and maintenance of models used for margin, clearing fund and stress testing. The range of responsibilities, varies depending on his/her focus within QRM, that includes research and development of significant model features, leading prototype development and testing, designing tools for model performance monitoring, managing or providing technical leadership for model prototypes, implementing and supporting integration of model code library into  risk systems. This role will work closely with risk managers in Financial Risk Management and partners in other areas, including Information Technology, Model Validation, and Compliance.

Primary Duties and Responsibilities:

To perform this job successfully, an individual must be able to perform each primary duty satisfactorily.

• Direct, lead and review development and implementation of models for pricing, margin risk and stress testing of financial products and derivatives |Oversee analysis of new products and drive their implementation
• Research and present model alternatives based on the academic literature, industry best practices, data analysis and model prototyping
• Produce high quality whitepapers and technical documentation following QRM’s procedures and templates
• Develop standards, procedures and tools for model performance monitoring and communicate results to peers and leadership
• Lead and direct implementation of the model development tools in QRM supporting model analysis and backtesting
• Lead and direct implementation of the model analytics in the QRM Library
• Partner with IT and other departments delivering QRM analytics to production
• Provide production support, participate in troubleshooting and analysis of model, system and data issues
• Lead remediation of Model Validation or regulatory findings
• Prepare and present materials supporting management and regulatory inquiries
• Provide intellectual leadership promoting innovation and learning

Supervisory Responsibilities:

• Manage a team of finacial engineers/model developers

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