Product Control Quantitative Lead
Core
Independently verify pricing models and inputs for options, structured products, and derivatives; validate volatility surfaces and skews; present findings to the Valuation committee.
Role type
Senior IC quantitative product control lead
Builds
Scalable verification tools and auditable valuation documentation
Domain
Proprietary trading / Derivatives / Fixed Income / Equities / FX / Commodities
Deliverable
production ML models
Required skills
Volatility surface analysis, Option skew analysis, Python, Sensitivity analysis, Model validation, Data management, Model governance, Interpolation/extrapolation techniques, Assumption interrogation
Preferred skills
Model governance frameworks experience
Technologies
Python
Responsibilities
Independently verify pricing models and inputs for options valuation; Analyze skew data to determine appropriate valuation sources; Validate new instruments and bespoke structures with trading desks and risk; Identify unobservable inputs and test sensitivities; Provide pricing verification system specifications to software engineers; Develop and maintain auditable valuation documentation and model governance artifacts.