An industry-leading American Investment Bank in the Dallas area who is looking to plant their roots in this office location to grow out their US business lines, is hiring an experienced VP-level quantitative candidate to support hands-on model development of financial models in contribution to their investment banking division.
This team is involved in developing financial models for pricing loans and bonds and building risk management solutions for their clients to support transactions in capital markets and M&A. The role will entail not only building financial and pricing models from scratch, but also involve direct client interactions by explaining and calculating risk metrics.
The firm is ideally looking for candidates that have 5+ years prior experience in hands-on model development, specifically for pricing loans, as well as strong programming skills in Python and a solid understanding of risk, risk metrics, and investment banking.
Responsibilities:
- Hands-on development of risk models
- Building risk management solutions and quantitative/analytical methods for clients
- Calculating risk metrics and explaining them to IB management and Investment Bankers
- Providing senior leadership to junior members while eventually managing a team of your own
Qualifications:
- 5+ years of prior risk model development experience (pricing models)
- Strong proficiency coding in Python
- Understanding of risk and risk metrics
- Excellent communication skills and the ability to effectively do so with different business lines
