Wealth Management Strat
Core
Develop quantitative models and analytics for pricing, risk management, and capital efficiency across Wealth Management portfolios to support Front Office trading functions.
Role type
Senior quantitative analyst (pricing & risk)
Builds
Scalable, production-grade Front Office pricing and risk management systems
Domain
Banking (Wealth Management) + Quantitative Finance
Deliverable
production ML models | product features
Required skills
C++, Python, quantitative modeling, pricing analytics, risk management, counterparty credit risk, stress testing, portfolio risk measurement, market data integration
Preferred skills
Experience in derivatives, financing transactions, loans, or securities; cross-functional change delivery in Front Office
Technologies
C++, Python
Responsibilities
Develop quantitative models for pricing, counterparty risk, initial margin, stress testing, and gap risk; Build scalable pricing and risk solutions; Design funding- and capital-aware pricing; Integrate trade, market, and collateral data; Translate portfolio analytics into actionable insights; Partner with Front Office, Risk, Technology, and Operations
Seniority
Senior, hands-on IC
