Quantitative Analyst – Credit Solutions

Overview

In this role you will develop and enhance valuation and risk models for Credit Solutions, collaborating with front-office and QA teams to deliver scalable cross-asset analytics. You will apply advanced quantitative methods to complex credit products and support trading, structuring and risk decisions. The position offers global impact within a collaborative, AI-aware environment.

Pay / Benefits

• competitive benefits
• flexible working options
• career comeback program
• inclusive culture
• AI-driven efficiency
• disability inclusion accommodations

Responsibilities

• Develop and enhance valuation and risk models and tools for Credit Solutions across credit products
• Partner with QA teams to build automated, scalable cross-asset solutions used by Trading, Structuring and Sales
• Collaborate with Trading, Structuring, Risk and Control functions to perform statistical analysis and support business decisions

Key requirements

• Masters or PhD in Mathematics, Physics, Computational Finance, Engineering or related field
• Proficiency in C++ or Python with ability to build robust, scalable quantitative solutions
• Strong foundation in quantitative finance and derivatives pricing
• Experience with cross-asset hybrid products and markets (e.g., exotic rates, FX derivatives, Credit derivatives)
• Knowledge of stochastic calculus, Monte Carlo methods and PDEs and related numerical algorithms
• Ability to apply AI and emerging tech to improve outcomes and efficiency
• Strong communication skills and ability to articulate complex ideas
• curiosity about AI applications
• strong communication and collaboration
• sound judgment and risk-aware thinking
• C++
• Python
• quantitative finance

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