VP, Front Office Quant - Credit/Hybrid | SCIB
Core
Developing pricing and risk models for credit trading, structuring, and sales teams in a dynamic front office environment.
Role type
VP, Front Office Quant (Credit/Hybrid)
Builds
Pricing and risk analytics libraries and trading systems for flow, structured, and hybrid credit desks.
Domain
Financial Services / Credit Markets / Quantitative Finance
Deliverable
production ML models | product features
Required skills
C++ programming, Python programming, credit products knowledge, hybrid products knowledge, risk methodologies, bootstrapping, pricing models, sensitivities, risk metrics
Preferred skills
PhD in Math, Physics, or relevant mathematical field
Technologies
C++, Python, pandas, numpy
Responsibilities
Enhancing and maintaining core quantitative libraries and trading systems, developing and debugging pricing and risk analytics in C++, contributing to data-driven analytics and research workflows, working with traders to design new products and improve pricing frameworks, contributing to the evolution of existing methodologies, collaborating with XVA and Risk teams, providing mathematical and technical documentation
Seniority
VP, strategic leadership with hands-on technical execution