Senior Quantitative Analytics Specialist ( Gen AI)

Own highly complex quantitative modeling tasks including creation, implementation, validation, and documentation of market risk models, particularly equity derivative pricing models.

Manage market, credit, and operational risk forecasts and capital requirement computations using advanced mathematical and computational finance techniques.

Collaborate and consult with auditors, regulators, and technical stakeholders to ensure compliance and effective challenge of business lines' models.

Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science.

Minimum 4 years of quantitative analytics experience in relevant modeling or validation roles.

Strong programming skills in Python, C++, R, SQL, and experience with statistical/mathematical packages.

Experience in equity derivative pricing models and numerical techniques like Monte Carlo, Numerical PDE, stochastic calculus.

Deep academic knowledge with a broad analytical approach to business problems, comfortable with multiple analytic techniques and tools.

Proven ability to independently complete complex model validations, balancing technical rigor with effective communication across technical and non-technical audiences.

Skill in managing relationships with key stakeholders and synthesizing analytical data into compelling narratives aligned with industry standards.