Vice President, Market Risk Quant Strats (Equities)

A global investment bank seeks a Vice President to lead the Market Risk Strats team in London. The role focuses on developing and maintaining market risk models for equities, requiring strong quantitative skills and a PhD or extensive experience in a quantitative discipline. The position involves leading a team of quantitative analysts and has a strong emphasis on hands-on modeling. Candidates should also possess excellent programming skills in languages such as Java, C++, or Python, with a strong understanding of statistical analysis and econometric modeling.