Vice President - IT & Quant (Integrated Risk)

Our client is a leading international financial institution with a strong presence in the EMEA region. With a broad platform and a clear growth agenda, the company offers a wide range of career opportunities across corporate finance, investment banking, advisory, and global capital markets. Professionals joining the firm can expect to work on diverse and high-impact projects, gaining valuable experience in a dynamic and globally connected environment.

The role is focused on developing and maintaining integrated quantitative risk models and infrastructure across market, credit, operational, and liquidity risk. Responsibilities include supporting model design and implementation, maintaining risk analytics systems, and ensuring alignment with regulatory expectations and internal standards. The position also contributes to model governance, validation readiness, and the enhancement of cross-risk stress testing capabilities. It involves close collaboration with IT, risk functions, and global stakeholders to embed quantitative methodologies consistently across systems and risk processes.

• Develop and implement quantitative models to support integrated risk assessment across market, credit, operational, and liquidity risk

• Contribute to the design and ongoing enhancement of the risk quantification infrastructure in close coordination with IT, ensuring performance, scalability, and compliance

• Assist in the development of cross-risk factor analyses, including stress testing and scenario modeling

• Conduct and support quantitative analysis and monitoring tests to meet the standards of independent model validation and contribute to model governance from a model owner perspective

• Work closely with global risk functions, the front office, and regulatory stakeholders

• Encourage a structured, calm, and collaborative approach to risk management across the organization

• Apply modern technologies and leverage cloud-based solutions to enhance risk analytics and system efficiency

• Minimum 7 years of experience in front office or risk roles, with a strong quantitative focus and a proven track record in developing analytical and technical solutions for market and/or credit risk

• Advanced academic background (Master’s or PhD) in a quantitative discipline such as Finance, Mathematics, Physics, or Computer Science

• Full professionell proficiency in English; German is a great advantage

• Advanced quantitative modeling capabilities in fixed income and FX derivatives

• Strong familiarity with financial products and risk metrics across multiple risk types

• Proficiency in object-oriented programming (e.g., Python, C/C++) and solid experience with SQL and database systems

• Experience with cloud infrastructure such as AWS or Azure

• Structured and calm working style with the ability to engage across teams and functions in a global environment