Vice President, Quantitative Financial Analyst
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The role
Responsible for conducting quantitative analytics and modeling projects for specific business units or risk types, including developing new models, analytic processes, and documentation, and partnering with Technology to deploy systems.
Work within the Global Rates Electronic Trading Strats group, focusing on pricing, electronic market making, and automated risk management for rates desks.
Perform end-to-end market risk stress testing, including scenario design, implementation, results consolidation, and internal and external reporting.
Plan quantitative work priorities in line with the organization's strategy, identify continuous improvement opportunities, and provide effective challenges on model development and validation.
Support model risk management and provide methodological, analytical, and technical guidance to influence strategic direction and risk considerations.
Design and build production trading systems with low-latency, high-availability infrastructure for pricing, risk management, trade lifecycle management, and algorithmic execution; strong Java development and quantitative skills required.
Work within the Global Rates Electronic Trading Strats group, focusing on pricing, electronic market making, and automated risk management for rates desks.
Perform end-to-end market risk stress testing, including scenario design, implementation, results consolidation, and internal and external reporting.
Plan quantitative work priorities in line with the organization's strategy, identify continuous improvement opportunities, and provide effective challenges on model development and validation.
Support model risk management and provide methodological, analytical, and technical guidance to influence strategic direction and risk considerations.
Design and build production trading systems with low-latency, high-availability infrastructure for pricing, risk management, trade lifecycle management, and algorithmic execution; strong Java development and quantitative skills required.
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