Job Description:Job Title: Quantitative Strategist (Emerging Markets)
Corporate Title: Vice President
Location: New York, NY
What You'll Do - Implementing the automation of all Pnl processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
- Responsible for developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
- Working in collaboration with Trading, Structuring, Finance, Market Risk, Technology and Operations to support and drive the build-out of strategic analytics platform
- Migrate all businesses risk management and valuation to the single strategic analytics platform, starting with Rates, Credit and Foreign Exchange (FX) Trading
How You'll Lead- Collaborate with the global Strats team in London, New York, and Asia Pacific
- Build and develop relationships with key stakeholders, both within Strategic Analytics group and beyond
- Contribute to the strategic direction and evolution of the platform
Skills You'll Need - Previous experience working within a quantitative analyst position, ideally within an Investment Banking or Financial services company
- Strong quantitative analytic and modelling understanding with practical pricing and risk management experience especially on exotics modelling on interest rates, credit and FX derivative space
- Strong programming skills utilizing languages such as Python or C++ in large-scale environment
- Strong understanding of math skills in probability, stochastic calculus, and numerical methods
Skills That Will Help You Excel- Academic background in Computer Science / Mathematics / Financial Engineering / Quantitative Finance
- Ability to work on both "back end" (analytics/pricing code) as well as "front end" (user-facing application / user interface (UI) code)
- An open mind and aspiration to use, learn, and extend a large codebase designed to solve complex business problems
ExpectationsIt is the Bank's expectation that employees hired into this role will work in the New York City office in accordance with the Bank's hybrid working model.
The salary range for this position in New York City is $155,000 to $252,500. Actual salaries may be based on a number of factors including, but not limited to, a candidate's skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.
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