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.