Risk Engineering, Vice President, Market Risk Strats, New York

Functionality Description

Developing risk models, generating risk metrics and sensitivity analysis that use advanced mathematical/statistical/engineering approaches such as optimization, stochastic calculus, machine learning.
Performing detailed analysis on risk trends and drivers and communicating insights to internal and external stakeholders, harnessing the latest advancements in Large Language Models (LLMs) to deliver timely, efficient, and high-quality analysis, review, and explanation.

Strong commercial mindset, with a proven ability to deliver pragmatic, working solutions quickly and iterate based on stakeholder feedback and changing priorities.
Updating and maintaining risk models along with business growth and risk environment changes
Developing and maintaining large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python, Scala)

Effectively communicating results and outputs from the model and insights from analysis

Qualifications

• Post graduate degree /bachelor’s degree in mathematics, Physics, Electrical Engineering or related technical discipline
• Passion for financial markets with strong familiarity across asset classes (equities, rates, credit, derivatives) and how they drive risk and capital.
• Quantitative engineering mindset — blends financial intuition with rigorous methods to build robust, production-ready analytics.
• Hands-on experience building LLM agents over financial data (RAG, tool-use, agentic workflows) to automate analysis and explanation.
• Commercial mindset — applies software and LLMs to solve real financial problems, optimizing for impact over technology.
• Demonstrated ability to learn new technologies and apply
• Excellent communication skills including experience speaking to technical and business audiences and working globally
• Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)

Pay

The expected base salary for this New York, New York, United States-based position is $130000-$250000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.