Risk-Vice President-Quantitative Engineering

• Liquidity and Prime Risk Strats use their engineering and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions.
• Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity.
• As a part of the team, you will work with our key business partners and understand financial markets to quantify the firm's liquidity risk.
• You will also focus on developing quantitative models & scalable architecture.

RESPONSIBILITIES

• Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical/statistical/engineering approaches
• Perform quantitative analysis and facilitate understanding of a variety of financial instruments, including secured funding transactions, collateral firm and client inventory, and loans and commitments
• Quantify and monitor measures of r...