Job Description
Are you a visionary quantitative leader looking to redefine risk analytics at one of Wall Street's most innovative investment banking institutions? Apex Global Capital is seeking a Vice President of Quantitative Risk Analytics to lead the architectural evolution of our risk modeling paradigms. In this high-impact executive track role, you will bridge the gap between complex mathematical engineering and strategic C-suite decision-making.
We foster a high-performance culture that values intellectual curiosity, absolute precision, and technological excellence. Operating at the intersection of quantitative finance and cutting-edge machine learning, you will champion the design of robust mathematical frameworks that safeguard our multi-billion dollar capital market portfolios. If you thrive in fast-paced environments where your analytical insights directly influence capital allocation, this is your next career defining move.
Responsibilities
- Lead the strategic design, implementation, and execution of advanced market and credit risk models (including VaR, Expected Shortfall, and Stress Testing frameworks).
- Collaborate closely with Desk Quants, Portfolio Managers, and Technology teams to integrate sophisticated analytical engines into real-time trading systems.
- Drive the quantitative evaluation of complex financial instruments, structured products, and derivative portfolios.
- Present quantitative methodologies and risk exposures directly to senior executive committees, internal stakeholders, and global regulatory bodies (SEC, FINRA, Federal Reserve).
- Manage, mentor, and elevate a high-performing global team of quantitative researchers and financial engineers.
- Oversee model validation pipelines to ensure strict compliance with SR 11-7 and international regulatory standards.
Qualifications
- Master’s or Ph.D. in a highly quantitative discipline (Mathematics, Physics, Financial Engineering, Statistics, or Computer Science).
- Minimum of 7+ years of progressive quantitative analysis experience within a Tier 1 investment bank, hedge fund, or asset management firm.
- Exceptional programming mastery in Python, C++, or R, paired with experience using SQL and distributed computing systems.
- Profound theoretical and practical understanding of stochastic calculus, probability theory, Monte Carlo simulations, and machine learning architectures.
- Demonstrated leadership capability with a proven track record of managing elite quantitative talent.
- CFA, FRM, or PRM certification is highly advantageous but not required.