Quantitative Trading & Research – Credit Portfolio – Quantitative Developer – Associate or Vice President

Overview

As Vice President in QTR-Credit Portfolio, you will build and optimize a large-scale Monte Carlo engine for CVA/FVA, collaborating with traders, risk managers and technology teams. You will advance analytic tooling to support data-driven pricing and risk management within a global bank. The role focuses on scalable, high-performance solutions and rigorous software engineering in production environments. You will help shape the bank’s move toward data-centric decision making and AI-enabled analysis.

Responsibilities

• Design, develop and enhance a large-scale Monte Carlo simulation engine for CVA and FVA
• Implement advanced numerical methods to improve efficiency and accuracy of risk sensitivities
• Contribute to data-driven transformation through scalable analytic tools and infrastructure
• Collaborate with technology teams to ensure robust, performant production code
• Partner with traders, marketers and risk managers to deliver business-aligned analytical solutions
• Promote best practices in quantitative research, software development and analytical rigor

Key requirements

• Solid experience in a quantitative finance role
• Degree in a quantitative field such as Computer Science, Engineering, Mathematics, or Physics
• Expert-level Python programming with production-grade system development
• Experience leading technical projects from concept to delivery including architecture decisions
• Strong emphasis on robust architecture, testing, verification and code quality
• Excellent communication and stakeholder management skills
• Excellent communication and influencing skills
• Collaborative mindset
• Attention to detail and analytical rigor
• Python programming
• Large-scale, production-grade systems development
• Software engineering, algorithm design and verification

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