VP, Equity Market Risk Strats & Quant Modeling Lead

A leading global investment firm is seeking a Vice President in Market Risk Strats to lead the development of market risk models. This role involves refining and maintaining risk models for equities and implementing quantitative analytics. Candidates should hold a PhD in a quantitative discipline and have strong programming skills alongside team management experience. The firm is committed to diversity and inclusion and offers various professional growth opportunities.
#J-18808-Ljbffr