Quantitative Developer Associate Director
Core
Build, refine, and manage quantitative models for valuation, risk sensitivities, and stress testing of equity, FX, and interest rate derivatives.
Role type
Associate Director, Quantitative Developer
Builds
Production quantitative models and risk management solutions for derivative asset classes
Domain
Alternative asset management / Financial engineering
Deliverable
production ML models | product features
Required skills
C++ programming, quantitative modeling, risk management frameworks, software development principles, logic and programming proficiency
Preferred skills
Fusion Invest platform architecture knowledge, front-to-back-office trading processes, capital markets operations
Technologies
C++, Java, Fusion Invest
Responsibilities
Build and manage quantitative models for valuation and risk reporting; Implement models in Fusion Invest platform; Perform continuous monitoring and stress testing of model performance; Collaborate with Quantitative Analysts and Traders to deploy research ideas; Stay updated on industry trends and regulatory changes
Seniority
Senior, hands-on IC with leadership responsibilities
