Quantitative Strategist – Credit Intraday Risk - Vice President
New York, 1 Columbus Circle, United States
USD 155K-252K Executive-level Full Time
Tasks
- Collaborate with trading and developers
- Coordinate testing with end-users
- Deliver intraday risk and PnL platform
- Develop core changes in C plus plus
- Implement scripted configuration changes
- Investigate risk and PnL issues
- Manage intraday risk book of work
- Perform quantitative risk and PnL analysis
Perks/Benefits
- Employee resource groups
- Family building benefits
- Generous vacation
- Health and wellbeing benefits
- Hybrid working model
- Parental leave
- Personal days
- Retirement savings plans
- Volunteer days
Skills/Tech-stack
C++ | Calibration | Derivatives | JSON | Lua | Market Data | PL | Pricing | Python | Risk Management | SQL
Education
N/A
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