Portfolio Risk Modeler Data Lead, Vice President II

About this role

We are seeking a VP-level Data Lead to drive the data domain supporting global multi-factor Portfolio Risk models across fixed income and equity.

This role is responsible for end-to-end execution and ownership of data quality, validation, and usability across the modeling data lifecycle. The VP will partner closely with modeling, engineering, and upstream data teams to ensure that data powering portfolio risk models is robust, well-governed, and aligned with modeling requirements.

The role combines strategic judgment with hands-on execution, with an initial focus on model input data onboarding and quality control, expanding over time to derived data, QC frameworks, and integration of new datasets.

Domain & Data Scope

• Market data (prices, yields, spreads, returns) across regions and time zones
• Firm fundamentals and issuer-level financial metrics
• Bond-level characteristics and reference/security master data
• Fixed income analytics such as durations and spreads
• Equity returns, factor inputs, and cross-asset pricing series

Scope also includes:

• Derived model data (factor exposures, covariance matrices, risk decompositions)
• Model validation metrics and QC monitoring frameworks
• Research and exploratory datasets, including structured and unstructured sources

Key Responsibilities

Data Domain Execution & Ownership

• Own the data domain for portfolio risk models, ensuring high standards of data quality and usability
• Ensure data meets requirements for accuracy, completeness, consistency, and timeliness
• Define and evolve scalable QC frameworks aligned with modeling needs
• Drive improvements in data integration into modeling workflows

Quality Control & Validation

• Design and implement data validation rules and QC logic
• Establish monitoring across input and derived model data
• Ensure traceability, documentation, and reproducibility of model data
• Prioritize improvements based on impact to model performance and stability

Cross-Functional Delivery

• Partner with portfolio risk modeling teams to translate requirements into data solutions
• Collaborate with data engineering teams to define and implement data pipelines
• Engage with upstream data providers to improve data quality and reliability
• Drive resolution of data issues across teams with strong ownership

Data Evolution & Research Enablement

• Lead onboarding and evaluation of new datasets for modeling and research
• Define governance approaches for structured and unstructured data integration
• Support adoption of advanced techniques (including AI/ML where relevant)

Leadership & Communication

• Drive execution across global, cross-functional stakeholders
• Provide clear, structured updates on data quality, risks, and initiatives
• Promote accountability and strong execution standards across partners

Experience

• 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

Required Skills

• Deep understanding of data lifecycle, QC frameworks, and validation processes
• Strong grasp of portfolio risk modeling data requirements
• 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

What Success Looks Like

• Data supporting models is high quality, well-governed, and consistently reliable
• QC frameworks are robust, scalable, and aligned with modeling use cases
• Data onboarding is efficient and integrated into modeling workflows
• Cross-team data initiatives are delivered with clear ownership and outcomes
• Modeling teams experience smooth, predictable