Quantitative Analyst, VP
388 GREENWICH STREET - TRADING, United States
USD 200K-250K Executive-level Full Time
Tasks
- Assess capital impact of trades and portfolios
- Coach juniors on model development and coding standards
- Coordinate release schedules
- Design cross asset pricing frameworks
- Design test and deploy internal applications
- Develop XVA pricing utilities
- Develop pricing analytics
- Ensure model governance and documentation
- Evaluate hedging strategies
- Improve data-driven decision-making
- Lead RWA calculations
- Lead SA CCR calculations
- Lead end to end design and implementation of counterparty credit risk models
- Manage XVA pricing infrastructure
- Optimize workflows and reporting
- Oversee pricing and risk management for derivatives
- Perform curve calibration
- Resolve operational issues affecting multiple desks
- Review deliverables for accuracy and risk compliance
- Translate business needs into project requirements
Perks/Benefits
- 401k
- Accident and disability insurance
- Health, dental, and vision insurance
- Hybrid work option
- Life insurance
- Paid time off
- Telecommuting option
- Wellness programs
Skills/Tech-stack
C++ | CCAR | Calculus | Commodity derivatives | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Credit derivatives | Curve calibration | FX derivatives | GSST | Hedging Strategies | ICAAP | Interest Rate | Interest Rate Derivatives | Monte Carlo | Monte Carlo Simulation | Partial differential equation | Probability theory | Python | RWA calculations | Regulatory Stress Testing | Risk Analytics | SA-CCR | SQL | Statistical Analysis | Stress Testing | XVA
Education
Roles
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