VP, Quantitative Market Risk - Equities Analytics

Marcus; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

A leading financial services firm in London is seeking a Vice President in Market Risk. This role requires strong quantitative skills, with responsibilities including the development of quantitative models and managing a team of analysts. Candidates need a PhD or equivalent experience in a quantitative discipline along with expertise in programming languages such as Java, C++, or Python. The firm offers competitive benefits and promotes a culture of inclusion and professional growth.

Benefits

Competitive vacation policies

Financial wellness programs

On-site fitness centers

Medical advocacy services

Child care services

Qualifications

• PhD degree in a quantitative discipline or equivalent experience.
• 5+ years relevant experience for PhD or 8+ years for Bachelor's/Master's.
• Experience with statistics, time series analysis, and econometric modeling.

Responsibilities

• Develop and maintain market risk models for Equities.
• Implement, test, and productionize analytics.
• Interact with stakeholders to explain model results.
• Lead a team of quantitative analysts.

Skills

Strong quantitative skills

Excellent command of mathematics

Strong programming skills

Hands-on experience with pricing models

Team management experience

Education

PhD in a quantitative discipline

Bachelor's or Master's degree in a quantitative discipline

Tools

Java

C++

Python

Job description

A leading financial services firm in London is seeking a Vice President in Market Risk. This role requires strong quantitative skills, with responsibilities including the development of quantitative models and managing a team of analysts. Candidates need a PhD or equivalent experience in a quantitative discipline along with expertise in programming languages such as Java, C++, or Python. The firm offers competitive benefits and promotes a culture of inclusion and professional growth.