Vice President, Market Risk Analytics (Abs / Securitization)
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Overview
Remote
On-site
Compensation
$137,500-$137,500/year
Job Description
Title: Vice President, Market Risk Analytics (ABS / Securitization)Office Status: Hybrid New York, NYBase Salary: $137, 500 $185, 000 + BonusOverview:Our client, a top-tier global banking platform with a growing presence across the Americas, is looking to hire a Quantitative Risk professional to join its Market Risk Analytics function. This individual will play a key role in developing and enhancing risk models across fixed income and structured products, partnering closely with trading, risk, and technology teams. The seat offers strong exposure to model development end-to-end and the ability to influence risk framework improvements at scale.Key Responsibilities:
- Develop and implement quantitative risk models across fixed income and securitized product portfolios, including VaR, stress testing, and capital frameworks
- Lead enhancements to model infrastructure, ensuring scalability, accuracy, and appropriate controls for ongoing performance monitoring
- Conduct quantitative research to support model improvements, recalibrations, and remediation initiatives
- Partner with front office, risk, and technology stakeholders throughout the model development lifecycle
- Design and build analytical tools and dashboards to improve risk transparency and reporting capabilities
- Perform back-testing and ongoing validation support to assess model performance and identify limitations
- Analyze gaps in current risk methodologies and develop solutions to better capture emerging or unmodeled risks
- Oversee governance of market data inputs, including historical time series analysis and data integrity controls
- Provide ongoing analytical support to business stakeholders, helping translate risk insights into actionable decisions
- Contribute to broader risk analytics strategy, including adoption of new methodologies and best practices
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FAQs About Vice President, Market Risk Analytics (Abs / Securitization) Jobs at Madison-Davis
What is the work location for this position at Madison-Davis?
This job at Madison-Davis is located in New York, NY, according to the details provided by the employer. Some roles may also include multiple work locations depending on the requirement.
What pay range can candidates expect for this role at Madison-Davis?
Candidates can expect a pay range of $137,500 and $137,500 per year.
What employment applies to this position at Madison-Davis?
The employer has not provided this information. This may be discussed during the hiring process.
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