Quantitative Strategist – Credit Intraday Risk - Vice President
Core
Delivering 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 intraday risk)
Builds
Intraday Risk and P&L platform for US Rates trading
Domain
Fixed Income / Rates / Financial Services
Deliverable
production ML models | product features
Required skills
quantitative modeling, pricing, risk management, derivatives knowledge, market data, calibrations, C++, Python, Lua, SQL, configuration management, testing coordination
Preferred skills
front-office risk application experience, Rates business space expertise, direct trader collaboration
Technologies
C++, Python, Lua, SQL, Json
Responsibilities
Manage US Rates Intraday Risk book of work and deliveries; Analyze quantitative and functional risk and P&L requirements; Implement and test configuration and scripted changes to production; Investigate risk and P&L queries from users; Coordinate testing with end-users, developers, and testers; Define, manage, and prioritize the risk and P&L book of work with traders and desk heads
Seniority
Vice President, Senior hands-on IC