**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<...