Role Summary
Design and deliver high-performance quantitative analytics and infrastructure supporting pricing, risk, and trading functions within Capital Markets. The role requires strong expertise in Python and C++ to build scalable, production-grade systems in a regulated banking environment.
Key Responsibilities
- Develop and maintain quantitative libraries in C++ for pricing and risk analytics
- Build scalable data pipelines, tools, and APIs using Python
- Translate quantitative models into efficient, production-ready code
- Optimize performance of latency- and compute-sensitive applications
- Integrate models into trading and risk platforms across asset classes
- Collaborate with quants, traders, and technology teams
- Ensure code quality, testing, and compliance with model governance standards
Must have:
- Education: advanced degree (MS/PhD) in mathematical finance, applied mathematics/statistics, physics, engineering and a related quantitative field
- Experience: (senior) VP or Director level with
- A minimum of 3-years of front-desk quant-support experience
- Working knowledge of the Black-Scholes pricing framework and data structure, and Risk & PNL implementations.
- Hands-on development work in the pricing analytics & familiarity with some most common SPT products.
- Software: C++ and Python.
- Communications: good communication skills.