VP - Quant - Market Risk (Traded Credit)
Taurus Search
We are seeking an experienced quantitative risk leader to drive the design, development, and implementation of a next-generation fixed income analytics platform. This is a unique opportunity to shape the future of bond and structured product risk management within a leading global investment banking and capital markets firm. Responsibilities Lead the end-to-end development of a production-grade bond analytics library covering cash and structured products. Design and implement models for pricing, risk measurement, sensitivities, VaR, and stress testing. Build scalable quantitative infrastructure and risk analytics frameworks for enterprise-wide use. Partner closely with Risk, Trading, Technology, and Model Validation teams to deliver robust analytics solutions. Ensure models and analytics frameworks meet evolving regulatory and governance requirements. Mentor and develop quantitative talent while fostering a culture of innovation and technical excellence. Requirements 10+ years of experience in quantitative analytics, risk modeling, or financial engineering. Deep expertise in fixed income, credit products, market risk, and structured products. Proven track record of leading teams and delivering complex quantitative platforms. Strong programming skills in Python and experience developing production-quality quantitative libraries. Solid understanding of regulatory frameworks including Basel, RWA, CCR, and related market risk requirements. Experience with cloud technologies (AWS/Azure) is a plus. Advanced degree in Finance, Mathematics, Engineering, Physics, or a related quantitative discipline; CFA preferred. #J-18808-Ljbffr Taurus Search
Vacancy posted 3 days ago
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