VP, Equity Market Risk Strats - Lead Quant & Models

A top financial institution in London seeks a Vice President in Market Risk Strats to lead the development and maintenance of market risk models for equities. Candidates should have strong quantitative skills, a PhD in a relevant field, and experience in managing teams. Programming skills in languages like Java, C++, or Python are essential. The role involves interacting with stakeholders, performing pricing analyses, and ensuring model quality through implementation and testing. This opportunity also emphasizes fostering diversity and offers a supportive work environment.