Quantitative Strategist Specialist, VP
Core
Design and deliver technology solutions for the bank's Valuation Control function to ensure correct fair value reporting, reserving, and regulatory capital calculation.
Role type
VP Quantitative Strategist (Software Engineering)
Builds
Scalable, production-grade valuation platforms, Python libraries, and APIs for independent price verification and prudential valuation.
Domain
Banking / Financial Engineering / Quantitative Software Development
Deliverable
production ML models | product features
Required skills
Python (OOP, data structures, performance optimization), Financial Engineering, Derivatives Pricing, Valuation Models, Software Architecture, Stakeholder Management
Preferred skills
MFE/Engineering/Mathematics background, AI tool usage, Agile mindset
Technologies
Python, APIs, Testing Frameworks
Responsibilities
Develop automated analytical solutions for market data submission and price validation; Translate business requirements into reusable production components; Design and implement audit-compliant libraries and interfaces; Resolve regulatory and audit findings through root-cause analysis.
Seniority
VP, hands-on IC with team leadership
