Description

The Quantitative Analysis team is responsible for the research and implementation of models for derivatives pricing and market analysis. Core deliverables are a C++ library and Python services for pricing, risk calculation, and parameter estimation and calibration. The team partners with trading, structuring, and commercial teams to recommend and develop new models, and identify and implement enhancements to existing models. The team works closely with Quantitative Development and Quant Risk to ensure that models are efficiently implemented, tested, and well documented.

Core Responsibilities