Job Responsibilities:
- Building tools that maximize Global QR Equities productivity, automating tasks that were previously manual and repetitive.
- Maintaining and enhancing Global QR Equities model risk-reporting and regulatory-reporting infrastructure.
- Ensuring Global QR Equities code is performant, correct, and comprehensively tested.
- Collaborating closely with Equity derivatives’ Tech partners and other QR partners to ensure systems work well from end to end
Required qualifications, capabilities, and skills
- Masters or equivalent in Engineering, Mathematics, Physics, Computer Science, etc.
- Experience in code design, data structures, and demonstrable programming skills in C++/Python or any other programming language.
- Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders.
- Robust testing and verification practices.
- Demonstrate good judgment
- Enthusiasm about knowledge sharing, documentation, and collaboration.
- Strong interpersonal skills required to communicate in a direct, succinct manner.
Preferred qualifications, capabilities, and skills
- Knowledge of options pricing theory, equities markets, in particular equity derivative products and models, is a plus.