Market Risk Implementation & Analytics Vice President

What you'll do

• Lead core data initiatives and analytics to support FRTB implementation for both Internal Models and Standardized Approaches.
• Design, develop, and own advanced market risk data pipelines and capital estimation modules for regulatory submissions.
• Perform data-driven market risk capital scenario analyses while ensuring data quality, transparency, and auditability.
• Own and enhance capital calculation and attribution processes, including documentation, controls, and governance.
• Translate end-user and data requirements into clear technical specifications for development teams.
• Drive the adoption of AI, LLM, and modern data strategies to automate risk analytics and decision-making.
• Represent the firm in industry working groups and regulatory meetings to advocate for best practices.
• Interpret complex regulatory and business requirements to scope and deliver tailored data and analytics solutions.

What we're looking for

• Advanced degree (Master’s, B.Tech, or equivalent) in Computer Science, Data Science, Engineering, Mathematics, or a related field.
• Minimum 3 years of experience in data analytics, data engineering, market risk capital, or market risk coverage.
• Solid understanding of market risk concepts and data domains across asset classes and financial products.
• Strong quantitative, analytical, and problem-solving skills with hands-on proficiency in data analysis tools.
• Experience delivering complex technical and analytical projects from inception to completion.
• Excellent leadership, influencing, and stakeholder management skills to support business decisions under pressure.
• Outstanding verbal and written communication skills to convey complex concepts to diverse audiences.
• Knowledge of modern data architecture, quantitative finance, and regulations like Basel III/FRTB (preferred); experience with AI/LLM (preferred).