Quantitative Trading & Research – Portfolio – Associate or Vice President

Overview

In this role you will develop quantitative models to support pricing and risk management, working closely with XVA trading and Counterparty Credit Risk teams. You’ll translate business needs into scalable quantitative solutions and contribute to production deployment. You will drive model governance with validation and ongoing performance monitoring, partnering with Technology to ensure end-to-end delivery. This is a fast-paced, collaborative environment where your work directly impacts pricing accuracy and risk controls, with a strong emphasis on impact and governance.

Responsibilities

• Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment
• Partner with Trading and Risk to translate business needs into quantitative solutions, providing ongoing production support including incident triage and root-cause analysis
• Own end-to-end delivery with Technology on implementation, testing and deployment
• Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring

Key requirements

• Advanced degree in a quantitative field (or Bachelor’s with relevant experience)
• Strong understanding of probability/statistics and derivatives pricing; ability to develop new quantitative approaches
• Strong programming in Python and/or C++
• Clear communicator with strong ownership and problem-solving skills in a fast-paced, collaborative environment

• ownership
• problem-solving
• clear communication
• Python
• C++
• derivatives pricing

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