Vice President, Risk/ Policy Management

What you’d do

Develop and maintain quantitative market risk models for equity exposure, covering VaR, Expected Shortfall, stress testing, and RNIV frameworks, plus new models under FRTB. Full-time role involving backtesting, sensitivity analysis, and model testing plans. Found on the employer's careers page on Oct 6, 2026. Apply through the link.

You’ll need

• Quantitative finance knowledge of derivative pricing
• Probability, statistics, and stochastic processes
• Equity markets and equity products
• Regulatory market risk frameworks (Basel, FRTB)