Senior Director, Quantitative Solutions

Overview

In this role, you lead the strategic direction and delivery of quantitative solutions for Pricing, XVA, and Securities Finance. You collaborate with trading, risk, technology, and product teams to build scalable models and analytics that drive growth and robust risk management. You’ll design pricing and valuation frameworks across asset classes with governance and transparency at the core. The role also centers on capital and balance sheet efficiency and innovative securities finance solutions. You will lead a high-performing team and translate complex quantitative concepts into actionable business decisions, shaping the firm’s quantitative platform.

Pay / Benefits

• competitive compensation
• benefits and wellbeing programs
• flexible global resources
• focus on health and resilience
• paid leaves
• paid volunteer time

Responsibilities

• Lead strategic direction and delivery of quantitative solutions for Pricing, XVA, and Securities Finance.
• Partner with trading, risk, technology, and product teams to develop models and analytics supporting growth and risk objectives.
• Design, implement, and govern pricing and valuation frameworks across asset classes with scalability and transparency.
• Oversee quantitative capabilities for XVA analytics, capital optimisation, funding valuation adjustments, and balance sheet efficiency.
• Deliver innovative quantitative solutions for Securities Finance, including collateral optimisation and inventory analytics.
• Build strong relationships with senior stakeholders to translate quantitative concepts into business decisions.
• Ensure robust model governance, validation support, and regulatory compliance across analytics.
• Lead and develop high-performing teams of analysts, researchers, and developers, fostering innovation and delivery excellence.

Key requirements

• Significant experience in quantitative analytics, model development, or quantitative product delivery in financial markets.
• Deep knowledge of derivative pricing, quantitative modelling, valuation methodologies, and risk analytics across asset classes.
• Strong understanding of XVA frameworks, collateral management, funding, and capital optimisation.
• Proven ability to lead large-scale quantitative initiatives from concept to production deployment.
• Strong stakeholder management and ability to influence senior business, risk, and technology leaders.

• stakeholder management
• leadership
• communication
• derivative pricing
• quantitative modelling
• risk analytics

…