Description

Build and maintain the analytical library powering trading and risk management for derivative products.

You will own the development, optimization, and integration of quantitative components across rates, equities, foreign exchange, and credit. You design tools to increase trading desk productivity and provide quantitative expertise for pricing and risk management.

Responsibilities

• Develop and optimize components within the in-house analytical library to enhance trading and risk management capabilities.
• Design analytics libraries and manage their integration with current IT infrastructure.
• Provide quantitative expertise on financial product pricing across multiple asset classes.
• Create tools to increase the productivity of the trading desk.
• Support Corebridge Capital Markets and Remainco Capital Markets user bases.

Required Skills

• 5+ years of relevant experience in quantitative library development.
• Strong programming skills in C++.
• Proficiency in Python and SQL.
• Deep understanding of derivative products in asset classes such as rates, equities, foreign exchange, or credit.
• Knowledge of basic financial math for derivative pricing and numerical methods.
• Ability to work in a commercial environment with high attention to detail.

Preferred Skills

• Experience working with front-office strat or quant teams.
• Advanced degree in Math, Physics, Computer Science, or Engineering.

Key Skills

Education

Any gradudate