Associate - Quantitative Analyst
Core
Developing and maintaining rate and spread product models with a heavy emphasis on securitized products, ensuring the front-office and risk analytical framework meets best practices and regulatory conditions.
Role type
Associate Quantitative Analyst (Financial Modeling)
Builds
Rate and spread product models for cash and securitized products
Domain
Capital Markets / Fixed Income / Derivatives
Deliverable
production ML models | product features
Required skills
Quantitative modeling, Financial derivatives pricing, Python, C++, C#, Regulatory reporting, Model validation
Preferred skills
Market and counterparty credit risk management, Broad knowledge of financial markets and regulations
Technologies
Python, C++, C#
Responsibilities
Design, implement, test, and roll out rate and spread product models; Support traders and risk managers in interpreting model outputs; Prepare model documentation and validation submissions; Track model performance; Escalate operational risk loss events.
Seniority
Associate, hands-on IC
