SVP, Equity Derivatives Risk Quant

We are seeking a highly experienced and strategic Senior Vice President (SVP) to join our Equity Risk Analytics team as an Equity Derivatives Risk Quant. This senior leadership role is ideal for candidates with deep expertise across the equity derivatives spectrum—including vanilla options, exotics, structured products, and volatility modeling. The successful candidate will lead the development of advanced risk analytics methodologies and tools, partnering closely with trading desks, risk managers, and cross-functional teams to support the firm’s dynamic and complex equity derivatives business.

Key Responsibilities

• Lead the design and implementation of robust risk analytics solutions for equity derivatives, including: 
  • Volatility surface calibration
  • Option pricing (vanilla and exotic)
  • Value-at-Risk (VaR) and capital charge calculation
  • Scenario analysis and stress testing
• Collaborate with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development teams to ensure consistency and robustness of risk measures across the equity platform.
• Act as a senior subject matter expert on equity derivative products, advising senior stakeholders on risk exposures, model assumptions, and mitigation strategies.
• Architect and maintain scalable pricing, volatility calibration, and risk engines to support ad-hoc, real-time, and historical risk analysis.
• Drive innovation in risk methodology development, including proxy modeling, time series construction, and sensitivity analysis for complex equity structures.

Required Qualifications

• Master’s or PhD in Quantitative Finance, Mathematics, Physics, Computer Science, or a related field.
• Minimum of 7 years of experience in equity risk analytics, with a strong specialization in equity derivatives.
• Proven track record in developing and implementing risk models for both vanilla and exotic equity derivatives.
• Advanced Python programming skills, with experience building and maintaining scalable analytics infrastructure.
• Strong leadership, communication, and stakeholder management skills, with the ability to influence across teams and senior levels.

Preferred Qualifications

• Familiarity with the EQF platform is desirable.
• Experience with capital charge calculation and prior engagement with regulatory bodies is a plus.
• Expertise in volatility surface modeling, exotic option calibration, and regulatory frameworks such as SIMM and FRTB.
• CQF ceritification is highly desired.

 

Primary Location Full Time Salary Range of $200,000 - $250,000.