Quantitative Trading & Research Credit Treasury Associate

What you'll do

• Develop and maintain quantitative models for valuation, risk, and P&L calculations.
• Provide analytics to support the Treasury and CIO business unit's credit products.
• Implement model solutions into the internal library and integrate them into risk systems.
• Ensure all analytical ideas are documented according to high standards of technical writing.
• Coordinate with model control teams to facilitate timely review and approval of models.
• Identify opportunities to streamline and improve the quality of analytics for decision-making.
• Develop software using good design principles, primarily utilizing Python.

What we're looking for

• An advanced degree in math, statistics, physics, financial engineering, computer science, or an equivalent subject.
• Exceptional analytical, quantitative, and problem-solving skills.
• Strong software design and data science skills.
• Python knowledge and experience (preferred).
• Excellent oral communication skills for interacting with trading, technology, and control functions.
• Excellent written communication skills for high-standard model documentation.
• A proactive attitude and a natural interest in learning about the business, models, and infrastructure.
• Ability to work in a high-pressure environment.