Quantitative Analyst

### Responsibilities:

- Developing and improving the architecture of counterparty credit risk applications.

- Optimizing performance and consolidating workflows across asset classes.

- Enhancing CI/CD pipelines for the credit risk application.

- Extending and improving existing test suites.

- Identifying and implementing calculation optimization improvements.

- Advising or mentoring new or junior developers.

- Exercising independent judgment and autonomy.

- Acting as a subject matter expert (SME) to senior stakeholders and team members.

### Qualifications:

- 10+ years of experience in software development or engineering roles.

- Strong proficiency in Python.

- Deep understanding of software design, architecture principles, and industry best

practices.

- Experience with distributed systems.

- Familiarity with CI/CD pipelines and DevOps practices.

- Ability to write clean, efficient, and well-tested code.

- Excellent analytical and problem-solving skills.

- Solid knowledge of mathematical finance and statistical analysis.

- Strong verbal and written communication skills.

- Leadership experience and ability to work collaboratively within development

teams.

- Proactive ownership and follow-up on issues.

### Preferred Skills:

- Proficiency in C++.

- Knowledge of asset classes such as Rates, Credit, Equities, Commodities, and FX

derivatives.

- Experience with regulatory projects (e.g., Basel, Stress Testing, FRTB, SA-CCR,

CCAR).

- Familiarity with high-performance and cloud computing.

- Knowledge of numerical analysis and Monte Carlo methods.

- Understanding of probability and stochastic calculus.

### Education:

Master’s degree or equivalent in computer science, mathematics, engineering, or

physics.