Associate

About the Role

The Credit Quantitative Research team is seeking an entry-level or junior quant to focus on covering the Treasury CIO Business within Credit. This role will involve developing and maintaining models for valuation, risk, P&L calculations, and analytics for the Credit and Public Finance business. The team's responsibilities cover the entire model lifecycle, from specification and approval to compliance, implementation, and integration into risk and P&L systems.

As an Analyst or Associate on the Quantitative Trading & Research Team, you will cover credit products within the Treasury & CIO business unit, delivering analytics and quantitative support. The role operates in a dynamic and occasionally high-pressure market environment. Collaboration with other sub-teams within Credit QR and the Treasury and CIO business is essential, requiring a team player attitude. Excellent oral and written communication skills are necessary for interactions with trading, technology, control functions, and for model documentation.

Key Responsibilities

• Ensure the team has best-in-class analytics for effective risk management of substantial holdings.
• Document all ideas and either directly implement proposed solutions or collaborate with the broader team for implementation.
• Identify areas for improvement to streamline and enhance the quality of supporting analytics for decision-making.
• Work with model control teams to facilitate timely and efficient review and approval of models.

Requirements & Tech Stack

• A strong interest in good software design principles is required.
• Python knowledge and experience are preferred.

Qualifications

• An advanced degree in math, statistics, physics, financial engineering, computer science or an equivalent subject.
• Exceptional analytical, quantitative, and problem-solving skills.
• Strong software design and data science skills.
• A pro-active attitude with a natural interest in learning about the business, models, and infrastructure.
• Ability to work in a high-pressure environment.