Securities Quantitative Analytics Associate (Req #001903)
Core
Develop, implement, and maintain quantitative models and analytical frameworks to support valuation, risk measurement, and capital calculations for derivatives portfolios.
Role type
Associate quantitative analyst (derivatives risk & valuation)
Builds
Quantitative models for XVA, counterparty credit risk, stress testing, and regulatory capital exercises
Domain
Financial services / Quantitative finance
Deliverable
production ML models | product features
Required skills
C++, Python, quantitative finance, statistics, probability theory, linear algebra, financial instruments knowledge, pricing models, risk measurement, time series analysis, SQL, Git
Preferred skills
None stated
Technologies
C++, Python, SQL, Git
Responsibilities
Develop and maintain quantitative models for derivatives portfolios; Perform quantitative analysis of financial instruments; Design analytical methodologies for stress testing and scenario analysis; Collaborate with trading and risk teams; Conduct peer reviews and model impact assessments; Maintain model documentation
Seniority
Associate, entry-level IC
