Controllers - Quantitative Engineering - Associate

• Broad exposure to pricing and calibration models for a variety of financial products, including derivatives, illiquid cash products, private equity, etc
• Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations of complete portfolios across the firm, fast and accurate approximate valuation risk measurements.
• Exposure to machine learning and data science skills, and applications in finance.
• Gain understanding of evolving regulatory framework and leverage quantitative skills to help the firm manage capital resources.
• Interpersonal Communication: you'll engage with business users and engineers across all areas of the business to understand their requirements and to propose solutions tailored to their needs.
• Autonomy: you'll have significant autonomy in designing and writing solutions to help our stakeholders deliver for the firm s clients.
• Creativity: you'll be encouraged to suggest improvements to products and to propose ways in which we can add value for our stakeholders.
• Training: Your manager will support your professional development, allowing you time for training at work, helping you learn and grow within the organization, and providing opportunities for increasing responsibility.

Develop quantitative models in 3 areas

• Independent price verification models that govern key business strategies and decisions related to valuation of products including complex derivatives and hard to value private investments
• Revenue analysis and modelling that governs new activity review, valuation adjustments and signoff of daily P&L for all of market making desks
• Regulatory Capital models for key externally reported capital metrics that play a key role in determining forward-looking business strategies and decisions in an evolving regulatory landscape

• Provide ongoing testing and support for existing models
• Documentation and quality control of models.
• Work in a dynamic, fast-paced environment that provides exposure to all areas of Finance
• Build strong relationships with business partners
• Identify opportunities for cross-divisional collaboration and reuse of common solutions
• Provide technical and functional guidance and leadership to junior members on a need basis

• PhD or Master s candidate in a quantitative field such as mathematics, physics, statistics or engineering
• Experience in financial modeling
• Excellent command of mathematics, modeling and numerical algorithms. Exposure to machine learning and data science skills, and applications in finance is a plus.
• Strong programming skills and experience with an object oriented programming language (such as C++, Python, or Java).
• Excellent communication skills including experience speaking to technical and business audiences and working globally
• Comfortable with multi-tasking, managing multiple stakeholders and working as part of a team