Overview
Be among the first applicants for a Head of Market Risk role.
Responsibilities
- 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.
Qualifications
- 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
Seniority level
Employment type
Job function
Industries
New York City Metropolitan Area#J-18808-Ljbffr