VP - Quantitative Strategy
Taurus Search, new york, ny, United States
Responsibilities
- Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers
- Supports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
- Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
- Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches
- Development of new financial models, analytics and tools to support the fixed income trading desks
- Integration of financial models into Firm systems.
- Tactical support of risk and pricing activities on the fixed income trading desks.
Professional Experience
- 5+ years of experience in quantitative modeling & strategy with a focus on fixed income and securitized products
- Knowledge of pricing and risk models for financial derivatives