We're seeking a highly motivated Associate or Vice President to join our Quantitative Trading & Research (QTR) team in New York. The role blends quantitative development with close engagement with Trading and Risk to deliver impactful solutions.

Position Summary:

As an Associate or Vice President on the Quantitative Trading & Research team, you will partner closely with both XVA trading and Counterparty Credit risk. You will help in developing of quantitative models to enhance pricing and risk management.

Job responsibilities

• Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment.
• Partner with Trading and Risk to translate business needs into quantitative solutions, provide ongoing production support including incident triage and root-cause analysis.
• Own end-to-end delivery with Technology on implementation, testing and deployment.
• Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring.

Required qualification, capabilities, and skills

• Advanced degree in a quantitative field (or Bachelor's with 2+ years relevant experience).
• Strong understanding of probability/statistics and derivatives pricing; demonstrated ability to develop new quantitative approaches.
• Strong programming in Python and/or C++;
• Clear communicator with strong ownership, problem-solving skills, and ability to thrive in a fast-paced, collaborative environment.

Preferred qualification, capabilities, and skills

• Agentic AI and data pipeline/processing experience a plus.
• Product development lifecycle experience a plus.