Vice President, Market Risk Analytics (ABS / Securitization)

Title: Vice President, Market Risk Analytics (ABS / Securitization)

Office Status: Hybrid New York, NY

Base Salary: $137, 500 $185, 000 + Bonus

ABOUT THE ROLE

Our client, a top-tier global banking platform with a growing presence across the Americas, is looking to hire a Quantitative Risk professional to join its Market Risk Analytics function. This individual will play a key role in developing and enhancing risk models across fixed income and structured products, partnering closely with trading, risk, and technology teams. The seat offers strong exposure to model development end-to-end and the ability to influence risk framework improvements at scale.

RESPONSIBILITIES

• Develop and implement quantitative risk models across fixed income and securitized product portfolios, including VaR, stress testing, and capital frameworks
• Lead enhancements to model infrastructure, ensuring scalability, accuracy, and appropriate controls for ongoing performance monitoring
• Conduct quantitative research to support model improvements, recalibrations, and remediation initiatives
• Partner with front office, risk, and technology stakeholders throughout the model development lifecycle
• Design and build analytical tools and dashboards to improve risk transparency and reporting capabilities
• Perform back-testing and ongoing validation support to assess model performance and identify limitations
• Analyze gaps in current risk methodologies and develop solutions to better capture emerging or unmodeled risks
• Oversee governance of market data inputs, including historical time series analysis and data integrity controls
• Provide ongoing analytical support to business stakeholders, helping translate risk insights into actionable decisions
• Contribute to broader risk analytics strategy, including adoption of new methodologies and best practices