Looking for a Senior-level, Hands-on Quant Team Lead candidate who has a strong quantitative background with previous experience in risk management and/or portfolio construction.

This Risk Quant Team Lead candidate will work within the Global Risk team interfacing with other Quant Research groups and Risk Managers from various business groups/asset classes. This person should have broad experience, including managing multiple projects, along with mentoring/managing a small team. Project experience would include: research and production. The ideal candidate will a strong quantitative background with a connection to risk management or portfolio construction.  Candidates with a combination of risk/portfolio construction, statistical factor modeling (BARRA, BGI analytics), multi-factor modeling and pricing model (credit, interest rates) experience are ideal. The candidate will be responsible for creating or vetting valuation models, engaging with Risk Managers to assess strategies and working on multiple short and long term projects for the group.

The successful candidate will have a Ph.D. or Master's degree in a quantitative discipline (i.e. Statistics, Operations Research, etc) with at least 5-10 years experience as "desk quant," trader, risk manager or portfolio analyst.  Experience with factor modeling, data mining, pricing models (all asset classes -- Equity Derivatives, Interest Rate Derivatives, etc), and implementation, preferably experience with C++, MATLAB, SAS or other modeling/statistical software.  A detailed understanding of capital markets, trading and/or portfolio management processes, practical business applications and ability to articulate ideas and develop recommendations under uncertainty and regarding "grey areas", and ability to obtain data and information from disparate sources, along with approaching the projects with precision and the ability to execute efficiently.

This role is for a senior-level candidate with industry experience. Compensation range: $600-800K+
This is a high visibility position and the candidate will be highly compensated given experience and background! MUST be willing to relocate to the Chicago area.

Please ONLY qualified candidates submit your resume to: dsv@vnvpartners.com