Vice President, Model Development

About the role

We are seeking a Quantitative Developer to join the development team within risk modelling group. This role is critical to the delivery of strategic risk architecture initiatives, including the development and enhancement of risk analytics platform for Counterparty Potential Future Exposure (CPFE) and Trading Book Value at Risk (VaR).

What you'll do

• Design, develop, and enhance in-house pricing and risk analytics software for fixed income securities and derivatives
• Contribute to the build-out core components of the CPFE framework
• Support development of orchestrator for handling pricing requests across multiple risk engines
• Implement and maintain analytics for mark-to-market , net present value , price under shocks , and sensitivities
• Ensure software is robust, maintainable, safe, and performant for direct production use

What you need

• 10–18 years in software engineering
• Python
• C++
• Capital markets
• Valuation
• ETL
• Test automation
• Any graduate

Good to have

• CI/CD