Quantitative Strategist – Credit Intraday Risk - Vice President
Core
Deliver Intraday Risk and P&L platform for the US Rates trading business by managing the book of work, analyzing requirements, and implementing system changes.
Role type
Senior IC quantitative strategist (rates risk)
Builds
Intraday Risk and P&L platform for US Rates trading
Domain
Financial services / Fixed Income / Rates
Deliverable
production ML models | product features
Required skills
quantitative analysis, modelling, pricing, risk management, derivatives knowledge, market data, calibrations, C++, Python, Lua, SQL, JSON
Preferred skills
front-office risk application experience, Rates business space experience, direct trader collaboration
Technologies
C++, Python, Lua, JSON, SQL
Responsibilities
Manage US Rates Intraday Risk book of work and deliveries; Analyze quantitative and functional risk and P&L requirements; Collaborate with Traders, Strats, Quants, and Developers to deliver changes; Implement and test configuration and scripted changes to production; Investigate risk and P&L queries and train support teams; Coordinate testing with end-users, developers, and testers.
Seniority
Vice President, Senior hands-on IC