Front Office Lead XVA / PFE Quantitative Analytics Specialist

• Lead the design, implementation, and delivery of a unified and shared modeling platform for both PFE and XVA
• Lead the design, implementation, and delivery of practical pricing and risk management solutions in XVA
• Primary Quant faceoff for PFE/XVA combined modeling strategy
• Engage with front office and risk stakeholders for understanding requirements and ensuring implementation successfully meets those requirements
• Lead modeling development on shared C++ library platform
• Partner with technology to drive platform design across quant model, data, and calculation framework

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 4+ years of quantitative development experience
• 4+ years PFE and XVA modeling and model implementation
• 4+ years of front office derivatives Quant model experience
• Team player with excellent verbal and written communication skills to work with PFE and XVA stakeholders
• Strong experience in derivatives modeling and implementation, especially (Rates, FX, Equity, and Commodities)
• Experience working with Sales and Trading partners
• Solid knowledge of financial mathematics, particularly, stochastic calculus, Monte-Carlo and other numerical methods
• Strong hands-on programming skills in C++ and Python, and proficient in the model implementation
• Delivery focused with experience partnering with technology to deploy the model in the system
• Ability to work on multiple projects and effectively organize tasks, manage time, set priorities and meet deadlines
• Strong interest in financial markets and willingness to provide practical solutions for the business stakeholders
• Experience with model documentation and model validation
• Demonstrated experience in successfully collaborating with others in a change driven environment
• Ph.D. degree in a quantitative discipline

Ph.D. degree in a quantitative discipline

• Health benefits
• 401(k) Plan
• Paid time off
• Disability benefits
• Life insurance, critical illness insurance, and accident insurance
• Parental leave
• Critical caregiving leave
• Discounts and savings
• Commuter benefits
• Tuition reimbursement
• Scholarships for dependent children
• Adoption reimbursement