VP Quant Analyst - Risk and Margins
BH-56217
Posted: 31/07/2026
- $180,000-$220,000 per annum
- New York, United States
- Permanent
Vice President, Quantitative Analyst - Risk & Margin (New York)
Are you a quant with deep expertise in risk analytics, margin methodology development, and quantitative modelling?
We're seeking a Vice President, Quantitative Analytics to join a Liquid Financing team, partnering closely with Risk stakeholders to develop and enhance client margin frameworks, exposure monitoring models, and risk methodologies across a range of financing products.
Key Responsibilities
Requirements
Preferred Experience
This is an excellent opportunity for a hands-on quant who enjoys combining rigorous mathematical modelling with practical risk and margin management challenges.
Are you a quant with deep expertise in risk analytics, margin methodology development, and quantitative modelling?
We're seeking a Vice President, Quantitative Analytics to join a Liquid Financing team, partnering closely with Risk stakeholders to develop and enhance client margin frameworks, exposure monitoring models, and risk methodologies across a range of financing products.
Key Responsibilities
- Develop, maintain, and enhance margin methodologies across Liquid Financing products.
- Build quantitative models and analytics used to monitor client exposures and portfolio risk.
- Partner with Risk and senior business stakeholders on risk and margin-related initiatives.
- Deliver analytical solutions to support day-to-day risk management and strategic projects.
- Drive model implementation and quantitative tooling using Python and modern development practices.
Requirements
- Strong experience within quantitative risk, margin, financing, prime brokerage, XVA, treasury, or related markets businesses.
- Recent hands-on experience applying stochastic calculus, conditional probability, and quantitative risk modelling techniques in a commercial environment.
- Demonstrable experience developing, enhancing, validating, or governing margin methodologies, including exposure modelling, stress testing, collateral analytics, initial margin, and/or variation margin frameworks.
- Experience with fixed income and/or equity products and associated quantitative models.
- Advanced Python programming skills and experience with object-oriented development.
- Strong understanding of calculus, probability theory, statistics, and quantitative modelling.
- Excellent communication skills with the ability to explain complex quantitative concepts to both technical and non-technical stakeholders.
Preferred Experience
- Prime Brokerage, XVA, Corporate Treasury, Repo, Margin Lending, Futures, or Equity Options experience.
- Knowledge of margin methodologies, stress scenarios, and risk framework design.
- Experience with AWS, Kubernetes, CI/CD practices, workflow automation, and databases.
- Experience with Jupyter, Dash, APIs, and data visualisation tools.
- Familiarity with AI-assisted software development tools
This is an excellent opportunity for a hands-on quant who enjoys combining rigorous mathematical modelling with practical risk and margin management challenges.
Slavena Ivanova
Senior Delivery Consultant