Quantitative Trading & Research – Credit Portfolio – Vice President

Job description

Quantitative Trading & Research (QTR) is an expert quantitative modelling group that partners with traders, marketers and risk managers across products and regions, promoting client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and financial risk controls. We are seeking an experienced Vice President to join our QTR team in London, where you will develop analytics for the Credit Portfolio Group (CPG) within the Markets division of the Commercial and Investment Bank. CPG manages the firm’s credit and funding valuation adjustments (CVA and FVA), which are critical to the bank’s risk management and pricing strategies, and develops and maintains a large-scale Monte-Carlo engine using advanced numerical and computational techniques, including Adjoint Analytic Differentiation (AAD). As an experienced Vice President in the Quantitative Trading & Research – Credit Portfolio team, you will contribute to our agenda to transform the investment bank into a data-promoten business, promoting change through state-of-the-art AI and machine learning techniques. Job Responsibilities: - Design, develop, and...