Corporate Bank Strat
Core
Develop quantitative models and analytics for pricing, risk, and stress testing across Corporate Bank loan portfolios to support Front Office trading functions and capital efficiency programs.
Role type
Senior quantitative analyst (pricing and risk)
Builds
Scalable, production-grade Front Office pricing and risk management systems
Domain
Banking (Corporate Bank) + Quantitative Finance
Deliverable
production ML models | product features
Required skills
C++, Python, quantitative modeling, pricing and valuation, risk analytics, credit risk, stress testing, portfolio risk measurement, market and trade data analysis
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, risk, and stress testing; Build scalable Front Office pricing and risk solutions; Define capital and expected credit loss methodologies; Integrate trade, market, and collateral data; Translate portfolio analytics into actionable insights; Partner with Front Office, Risk, Technology, and Operations to deliver strategic solutions
Seniority
Senior, hands-on IC
