VP Quant Research & Risk: Derivatives & Pricing

A leading financial institution in Chicago is seeking a VP/SVP level candidate to join their Quantitative Research & Risk Management team. The individual will lead the full model development lifecycle, building models related to risk and derivative pricing. Ideal candidates must possess a PhD and at least 5 years of experience in quantitative model development, with proficiency in C++, Python, R, and SQL. This role offers exposure to a niche product area widely used in the market.

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