Director - Quant Research & Risk
One of the largest financial institutions in the world is seeking a Senior / Director level candidate to join their Quantitative Research & Risk Management team.
This individual will be responsible for leading a team executing the full model development lifecycle, and have exposure to building risk, Margin, Derivative Pricing, and Stress Testing models from scratch. This is a terrific opportunity to join a firm that gives candidates terrific exposure to a niche product area that is widely used on the market.
Ideal candidates must have a PhD and at least 7 years of Quantitative Model Development Experience across derivatives. Must be proficient in C++, Python, R, and SQL.
Responsibilities:
- Develop Quantitative models relating to Equity Derivative Pricing and Risk Management, supporting trading, risk, and other business areas
- Participate in full Model Development process including documentation and implementation of model tests
- Contribute to margin model impact testing
- Develop Stress Testing models to be used throughout the broader Quant Risk function
Qualifications:
- PhD or Masters in Quantitative Field Required (Math, Physics, Comp Sci, etc.)
- 7+ Year of Quantitative Model Development from an Investment Bank or other Financial Services Firm
- Experience in developing pricing libraries and model implementation
- Expertise in Python, C++, R, or SQL
- Prior exposure to derivatives across Equities, Rates, FX
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