Global Markets Risk VP - VaR & Stress Testing Lead

A leading financial institution in New York seeks a skilled professional to oversee market risk metrics and collaborate with trading teams. The role requires a Bachelor's degree and at least 5 years of experience in quantitative analysis, specifically with financial products, VaR and Stress Testing models, and proficiency in programming languages including Python and SQL. This position offers a competitive salary of $160,000 - $170,000 annually, and is eligible for discretionary incentives and an extensive benefits package. #J-18808-Ljbffr