Professional Responsibilities

• Develop quantitative models supporting the Equity & Corporate Bond business areas
• Building trading/market risk models
• Build and maintain model prototypes for model development.
• Open to people manager or individual contributor

Professional Qualifications

• 10 years of experience of model development, particularly with market risk or trading models.
• Must have direct experience with market risk models, XVA/CVA/Counterparty Models, trading models or VaR models
• Must have previous experience working with Equities, Commodities or ETFs
• Open to candidates with hands-on experience with SQL, Python, C
• Master's degree in the quantitative area, economics or finance is required; Ph. D is preferred.
• Strong written & oral communication skills