SVP, Equity Derivatives Risk Quant

Job description

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 assum...