Quantitative Modeler, Vice President
Core
Developing methodologies, thresholds, and boundary conditions for Fixed Income Derivative Models and implementing daily tests to grade model performance.
Role type
Vice President, Quantitative Modeler (Fixed Income Derivatives)
Builds
Daily model performance tests, reporting infrastructure for model breaches, and overnight performance monitoring systems.
Domain
Fixed Income Derivatives, Quantitative Finance, Model Risk Management
Deliverable
production ML models | product features
Required skills
Advanced Python programming, Basic C++ coding, Software Engineering tools (Git, LINUX), Time-series analysis, Thresholding logic
Preferred skills
LLM project experience, Model Governance expertise
Technologies
Python, C++, Git, LINUX
Responsibilities
Analyze model output and define correctness criteria, Implement daily tests in Python, Interact with Model Risk Management for test approval, Build reporting infrastructure for model breaches, Develop AI/LLM projects for Model Governance, Document model methodologies
Seniority
Executive (VP), hands-on IC
