Quantitative Trading & Research, Credit, Treasury CIO, Associate

What you'll do

• Develop and maintain models for valuation, risk, and P&L calculations.
• Provide quantitative analytics to support the Treasury and CIO business units.
• Implement model solutions into the library and integrate them into risk systems.
• Document all quantitative ideas and maintain high standards for model documentation.
• Coordinate with model control teams to facilitate timely review and approval of models.
• Streamline and improve the quality of analytics used for business decision-making.
• Ensure compliance with internal policies and industry regulations for all model specifications.

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 and written communication skills.
• A strong interest in good software design principles.
• Ability to work in a high-pressure environment.
• A pro-active attitude and natural interest in learning about the business, models, and infrastructure.