Vice President, Quantitative Engineering (Fintech)

TL;DR

Vice President, Quantitative Engineering (Fintech): Leading the development and implementation of complex economic and financial scenarios with an accent on risk modeling and predictive analytics. Focus on building production-quality software to quantify vulnerabilities across market, credit, and liquidity risks.

Location: New York, NY, United States (Onsite)

Salary: $153,000 - $276,000

Company

A leading global investment banking and financial services corporation.

What you will do

• Lead the development, implementation, and documentation of scenarios using a broad range of economic and financial variables.
• Collaborate with internal stakeholders to analyze user needs from a scenario design perspective and address implementation issues.
• Build predictive models of business-relevant market variables by analyzing large structured and unstructured datasets.
• Develop and refine scenarios using statistical analysis, programming, and knowledge of financial markets and economics.
• Build and challenge risk models to identify and quantify vulnerabilities across market, credit, and liquidity risk.
• Mentor junior and mid-level team members.

Requirements

• Must be based in New York, NY
• Advanced degree (Master's, PhD, or Bachelor's with corresponding experience) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, or Operations Research.
• Proficiency in C++, Java, or Python.
• Strong expertise in financial mathematics, including stochastic calculus, no-arbitrage pricing theory, or Monte-Carlo techniques.
• Experience implementing mathematical models in production-quality software.
• Ability to process large datasets using SQL, MongoDB, or similar data management tools.

Culture & Benefits

• Opportunity to work within the Engineering Division of a premier global financial institution.
• Equal opportunity employer commitment.
• Role involves high-impact work on critical risk-model performance and system stability.