Quantitative Analyst, Risk and Product Control Interface 100% (f/m/d)
Core
Bridge quantitative operations with robust software engineering to ensure accurate reporting and seamless access to pricing and risk platforms for the trading desk.
Role type
Quantitative Analyst (Risk and Product Control Interface)
Builds
Risk and valuation reports (FRTB, IPV, PVA), extended pricing libraries, and platform access controls.
Domain
Financial Services / Quantitative Risk
Deliverable
production ML models
Required skills
Financial mathematics, derivative pricing models, compiled languages (C++/Java/Scala), risk analytics, software engineering
Preferred skills
Scala, Java ecosystem, German language
Technologies
Scala, Java, FRTB, IPV, PVA
Responsibilities
Set up and maintain periodic risk and valuation reports; Extend and adapt pricing libraries; Manage access to trading and risk platforms; Collaborate with Risk, Product Control, and IT to validate outputs.
Seniority
Mid-level, hands-on IC