Senior Quantitative Analyst

Job Summary

To support risk management initiatives, the full-time Senior Quantitative Analyst will propose and develop risk models, build risk modeling infrastructure, and provide quantitative analyses for Risk and Commercial functions while working remotely.

Key responsibilities

• Propose risk metrics and build risk modeling infrastructure
• Provide quantitative analyses to Risk and Commercial functions
• Oversee the production code change management and validate production models

Required qualifications

• Bachelor's degree in economics, quantitative finance, mathematics, physics, or equivalent quantitative disciplines
• Minimum 5 years of related experience in a quantitative or financial valuation role
• Fundamental understanding of derivative product valuations, including forwards, futures, options, and swaptions
• Substantive experience using programming languages or analytical packages such as Python, Matlab, C/C++, R, SAS, and SQL
• Demonstrated ability to perform responsibilities under time pressure with a high degree of accuracy