Portfolio Risk Modeler Data Lead, Vice President I
$170,000–$225,000 year
Hybrid · New York City, New York, United States
Job Summary
VP-level Data Lead responsible for end-to-end data quality and usability for global multi-factor Portfolio Risk models across fixed income and equity. Own the data domain, ensuring accuracy, completeness, consistency, and timeliness; define and evolve scalable QC frameworks; lead onboarding of model input data and expansion to derived data, QC frameworks, and new datasets. Partner with modeling, engineering, and upstream data teams to ensure robust data powering portfolio risk models; drive data pipelines, governance, traceability, and reproducibility; enable adoption of advanced techniques (including AI/ML) where relevant. Requires 8–12+ years in quantitative modeling, risk, or analytics with strong Python/SQL skills and stakeholder management. Based in New York, NY with a hybrid work model.
Required Qualifications
- 8–12+ years supporting data in quantitative modeling, risk, or analytics environments
- Strong familiarity with global fixed income and/or equity datasets
- Experience driving data initiatives across multiple teams and workflows
- Strong grasp of data lifecycle, QC frameworks, and validation processes
- Ability to prototype and validate data logic (Python/SQL or similar)
- Strong stakeholder management and execution focus
- High ownership, attention to detail, and delivery mindset
- Experience with data onboarding and governance approaches
- Hybrid work model experience or ability to work in a distributed environment
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