Quantitative Research - Counterparty Credit Risk - Executive Director
Aumni
This job is no longer accepting applications
See open jobs at Aumni.See open jobs similar to "Quantitative Research - Counterparty Credit Risk - Executive Director" NEXT Frontier Capital.Job Description
We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative developers to design and implement quantitative models for pricing and managing counterparty credit risks.
Job Summary
As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative developers to design and implement quantitative models for pricing and managing counterparty credit risks. This role allows you to collaborate with various teams and teams and Technologies on model deployment and testing. We value your strong communication skills, management experience, and programming knowledge.
Job Responsibilities
- Lead a team of highly skilled quantitative developers to design and implement cutting edge quantitative models for pricing and managing counterparty credit risks.
- Work closely with counterparty trading, margin trading and credit risk organization for business support.
- Collaborate with other QR line of business' including Interest Rates (IR), Foreign Exchange (FX), Equities, Credit and Commodities QR.
- Apply the latest high performance computing (HPC) techniques including cloud computing, distributed processing, to solve business problems.
- Collaborate closely with Technologies on model deployment and testing.
Required Qualifications, Capabilities, and Skills
- Strong communication skills both written and verbal.
- Highly driven and self-motivated to deliver results.
- 5+ year of industry experience.
- Management experience of leading a team.
- C/C++ and Python programming experience.
- PhD or MS degree in a quantitative field, e.g. Math, Finance, Physics, Computer Science or Engineering.
This job is no longer accepting applications
See open jobs at Aumni.See open jobs similar to "Quantitative Research - Counterparty Credit Risk - Executive Director" NEXT Frontier Capital.