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Description du poste
As Senior Quantitative Analytics Engineer Capital Markets, you will contribute to the development, validation and enhancement of quantitative pricing and risk management models across multiple asset classes. You will work closely with front office, risk management and technology teams to develop robust pricing frameworks and integrate quantitative models into enterprise risk and valuation platforms.
Key Responsibilities:
- Develop, validate and maintain quantitative pricing libraries for derivatives products
- Enhance pricing, hedging and risk-management methodologies across asset classes
- Develop prototype pricing solutions and support their production implementation
- Create and maintain quantitative regression testing frameworks
- Validate third-party pricing libraries and model implementations
- Conduct quantitative research and evaluate model improvements
- Support the integration of quantitative models into enterprise pricing and risk platforms
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