Spread Products CVA Quantitative Analyst - Vice President
388 GREENWICH STREET - TRADING, United States
USD 142K-213K Executive-level Full Time
Tasks
- Build and maintain quantitative analytics infrastructure
- Collaborate with trading and risk teams
- Conduct model testing and documentation
- Develop XVA mathematical models
- Implement numerical methods for XVA pricing
- Perform quantitative research and innovation
- Validate models for regulatory compliance
Perks/Benefits
- 401k
- Dental insurance
- Disability insurance
- Health insurance
- Life insurance
- Paid time off
- Vision insurance
- Wellness programs
Skills/Tech-stack
C++ | Credit derivatives | Derivatives pricing | Differential Equations | Finite difference | Model Testing | Model Validation | Monte Carlo | Monte Carlo Simulation | Numerical Methods | Partial differential equations | Python | Risk Management | XVA
Education
Regions
Countries
States
Cities
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