Capital Strat
Core
Build scalable capital, pricing, and risk analytics systems for Front Office and Finance, delivering quantitative insights for profitability and resource allocation.
Role type
Senior quantitative analyst (capital, pricing, and risk)
Builds
Scalable front-office pricing and risk management systems
Domain
Banking (Capital Management, Risk, Pricing)
Deliverable
production ML models | product features
Required skills
Advanced C++ programming, Python programming, quantitative modelling, regulatory capital knowledge, expected credit loss methodologies, forecasting, scenario analysis
Preferred skills
System architecture understanding, programming skills
Technologies
C++, Python
Responsibilities
Build scalable capital, pricing, and risk analytics; Develop risk-adjusted pricing for deposits and loans; Create forecasting and scenario tools; Define consistent capital and expected credit loss methodologies; Deliver quantitative insights for profitability and resource allocation; Partner with stakeholders to improve profitability analytics
Seniority
Senior, hands-on IC
