Quantitative Analyst, VP
Location(s): New York, New York, United States
USD 200K-250K Executive-level Full Time
Tasks
- Align calculations with risk management and capital policies
- Assess capital impact of new trades
- Build xva pricing utilities for trading desk
- Coach juniors on model development and coding standards
- Coordinate release schedules and resolve operational issues
- Design structured trade pricing and hedging strategies
- Develop cross asset pricing frameworks
- Enhance data-driven decision making
- Ensure model governance and documentation
- Evaluate hedging strategies and business impacts
- Lead design and implementation of counterparty credit risk models
- Lead design test and deployment of internal applications
- Lead sa ccr and rwa calculations
- Manage and enhance xva pricing infrastructure
- Optimize workflows and improve reporting
- Oversee pricing and risk management for derivatives
- Perform curve calibration and pricing analytics
- Review deliverables for accuracy and risk guideline adherence
- Translate business needs into actionable project requirements
Perks/Benefits
- 401k matching
- Disability insurance
- Hybrid work options
- Life insurance
- Medical, dental, and vision coverage
- Paid time off
- Wellness programs
Skills/Tech-stack
C++ | CCAR | Calculus | Counterparty Credit | Counterparty Credit Risk | Counterparty Credit Risk Modeling | Credit risk modeling | Curve calibration | Derivatives pricing | Differential Equations | Financial risk | Financial risk modeling | GSST | ICAAP | Monte Carlo | Monte Carlo Simulation | Partial differential equations | Probability | Python | RWA | Regulatory Stress Testing | Risk Modeling | SA-CCR | SQL | Statistical Analysis | Stress Testing | XVA
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