GLOBAL MARKET RISK UNIT QUANTITATIVE MANAGER - CIB
Core
Design, develop, and implement advanced mathematical models and quantitative tools for measuring and managing market and counterparty credit risks, valuation adjustments (XVA), and economic capital across global market positions.
Role type
Senior IC quantitative manager (market risk)
Builds
Scalable risk software and quantitative methodologies for regulatory compliance and risk measurement
Domain
Banking / Financial Risk Management
Deliverable
production ML models | product features
Required skills
Market risk modeling, counterparty credit risk, XVA, derivative pricing, Python, C++, C#, machine learning, software architecture, CI/CD
Preferred skills
Master's or Ph.D. in Quantitative Finance, experience with FRTB framework, anomaly detection, calibration optimization
Technologies
Python (NumPy, SciPy, Pandas, PyTorch/TensorFlow), C++, C#, Git, Docker
Responsibilities
Design and implement advanced mathematical models for risk measurement, drive quantitative initiatives for market risk metrics and capital calculations, partner with Risk Managers to ensure regulatory alignment, enforce software architecture standards and testing frameworks, lead technical workstreams and mentor junior analysts
Seniority
Senior, hands-on IC with leadership responsibilities
