Job description
Quant Analyst
Join the Equity Product team to research, develop, and implement quantitative models supporting the equity derivatives business—including flow, structured, hybrid products, and strategy indices.
Key Responsibilities
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Maintain and enhance internal risk models used in CVA calculations for volatility-sensitive products (e.g., Corridor Variance Swaps)
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Collaborate with Front Office, Technology, and Model Validation teams to deploy models
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Document, test, and validate model outputs
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Ensure model accuracy, robustness, and compliance
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Share best practices and support knowledge transfer across teams
Your Profile
Essential Skills
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Master’s/PhD in Mathematics, Computer Science, or related field
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Strong mathematical and programming skills (C++, Python)
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Experience in derivatives modeling and front-office environments
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Knowledge of financial engineering and product structuring
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Strong analytical and communication skills
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High standards for model integrity and accuracy
Desirable
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Self-motivated with attention to deadlines and quality
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Innovative mindset and proactive approach
