Vice President, Strats
Core
Develop automated tools and applications driving efficiency of trading processes, build data pipelines, and implement large-scale capital stress testing scenarios for Fixed Income products.
Role type
Senior IC quantitative risk analyst (VP level)
Builds
Automated trading tools, data pipelines, analytical web application platforms, and proprietary trading systems
Domain
Fixed Income, Credit Derivatives, Regulatory Capital, Financial Risk
Deliverable
production ML models | product features
Required skills
Stochastic Calculus, Linear Optimization, Numerical Methods, Python, Object-Oriented Programming (C++ or Java), Time Series Analysis, Multivariate Analysis, Advanced Statistical Methods, Financial Risk Metrics, Global Credit Markets, Macroeconomics
Preferred skills
None stated
Technologies
Python, C++, Java
Responsibilities
Develop automated tools and applications driving efficiency of trading processes; Implement large scale capital stress testing scenarios based upon regulatory documentation; Own, document, standardize and prioritize Portfolio Management risk reporting; Develop, document, validate and own quantitative Valuation and Risk models; Lead development of proprietary trading systems and tools; Architect infrastructure and design data controls; Lead implementation of regulatory capital requirements.
Seniority
VP, hands-on IC