Quantitative Strategist – Credit Intraday Risk - Vice President

Quantitative Business Analyst in the Intraday Risk platform team, delivering Intraday Risk and P&L platform for the US Rates trading business, engaging with Trading and Risk teams, analyzing requirements, implementing scripted configuration changes, developing core changes in C++, and providing support to the desks through investigation of risk and P&L numerical issues.

Requirements

• Relevant experience working with front-office risk and P&L/pricing applications
• Strong quantitative, modelling, pricing and risk management skills
• Experience working directly with traders and desk heads
• Knowledge of derivatives products, risk and P&L, market data and calibrations
• Development experience in Python and C++

Benefits

• Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
• Educational resources, matching gift and volunteer programs
• A diverse and inclusive environment that embraces change, innovation, and collaboration
• Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
• A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days