The VP will be responsible for stress testing algorithmic trading strategies and will provide risk oversight on all electronic trading desks. They will be tasked with putting together meaningful metrics which allows the business to assess what strategies are at risk of having a material financial impact on the bank. This is highly visible role which offers rare exposure to all trading strategies and senior stakeholders across the front office.
Successful candidates will have 5+ years of experience in an algorithmic trading environment at a competitor bank or on the buy side. Technical skills are key as there will be regular interaction with front office quants - R programming skills and testing experience are highly desired. Knowledge of securities and derivatives trading are a must have.
For more information on this search and other opportunities in risk, please contact Mike La Rosa on +1 646 766 1211.