Description

You will lead a global quantitative team focused on developing strategic pricing and risk management tools.

This role is on-site.

Responsibilities

• Develop and enhance Python-based quantitative tools and C++ libraries for Front Office, Risk, and Finance teams.
• Lead the implementation of new pricing and risk methodologies, including Libor transition and FRTB frameworks.
• Own Strategic Analytics Framework (SAF) client projects and front-office intra-day and end-of-day C++ pricing libraries.
• Build and manage a high-performing global Quant team to ensure delivery excellence.
• Promote quantitative and software engineering best practices across all stakeholder departments.

Required Skills

• 10+ years of professional experience in quantitative analytics.
• 6+ years of hands-on development experience in Python and/or C++.
• Expertise in multi-asset class trade valuation, risk, and P&L calculations from a front-office perspective.
• Deep understanding of derivative product pricing, including product attributes, cashflows, and PV calculations.
• Technical expertise in interest rate derivatives and options pricing models.
• Knowledge of market data systems, including curve construction and volatility surface modeling.
• Proficiency in stochastic calculus, numerical methods, optimization, time series analysis, and econometrics.
• Ability to conduct quantitative investigations and present data-driven findings to peers and supervisors.

Key Skills

Education

Any Graduate