Quantitative Analyst - C13 - NEW YORK
Hybrid
Core
Build pricing and risk-management models for counterparty credit risk, including exposure and valuation calculations, to power trading decisions across multiple asset classes.
Role type
Senior IC quantitative developer (counterparty credit risk)
Builds
Pricing and risk-management models for global markets trading
Domain
Financial services / Counterparty credit risk
Deliverable
production ML models
Required skills
Python, C++, software design principles, market data modeling, exposure simulation, credit valuation adjustment (CVA), potential future exposure (PFE), statistics, probability theory, numerical schemes
Preferred skills
AI tools for model development
Technologies
Python, C++
