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Vice President Market Risk Engineering

Job in New York, New York County, New York, 10261, USA
Listing for: Taurus Search
Full Time position
Listed on 2025-12-29
Job specializations:
  • Finance & Banking
    Banking Analyst, Banking & Finance
Job Description & How to Apply Below
Location: New York

Base pay range

$/yr - $/yr

Responsibilities
  • Designing, develop and test market risk infrastructure to achieve greater functionality of market risk management practices
  • Optimize and enhance the bank's market risk models, including the automation of manual processes for market risk management.
  • Collaborate with Market Risk and IT teams to understand engineering requirements and translate them into insights.
  • Design and maintain data pipelines using Python to extract, clean, and transform data from various sources for risk calculations.
Requirements
  • 7+ years of experience in Market Risk Engineering/Market Risk Data within an investment banking environment.
  • Masters in an Engineering/Quant/Computer Science/Finance related field.
  • Understanding of market risk concepts:
    Value-at-Risk (VaR), stress testing, and backtesting.
  • Technical

    Skills:

    Python, VBA, SQL, Excel.
Seniority level

Mid‑Senior level

Employment type

Full‑time

Job function

Other

Industry

Banking and Investment Banking

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