Director Time Series Methodology - Taurus Search : Job Details

Be among the first applicants for a Head of Market Risk role.

• Manage time series and historical data for the trading portfolio (Equities, Commodities, Interest Rates, FX, Securitized Products, Traded Credit).
• Collaborate with Market Risk Manager and Model Developers on methodology for historical time series.
• Enhance the database for time series, market data suite, historical time series, benchmarking databases, and market risk systems.
• Manage a team of risk analytics professionals.

• 8-12 years of experience in a Time Series Management role within a major banking institution.
• Strong experience in sourcing, governing and cleaning time series data.
• Technical Skills: Python, SQL

• Director

• Full-time

• Other

• Investment Banking