Quant Developer - C++, Python, Derivative Pricing

An Initial AI Screening will be conducted for this role.

Contract Duration: 12 months

Typical Day in Role:

• Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems, and knowledge.
• Help implement and test US mortgage related products, such as whole loan and non-agency residential mortgage-backed security models (RMBS) for the Bank’s US whole loan trading/RMBS business
• Help implement and test quantitative models within the credit asset class.
• Provide quantitative support to Front Office Credit trading desks by building customized tools, performing intraday trading support and running ad hoc analysis.
• In active collaboration with other stakeholders including but not limited to trading desk, technology support and Trade floor risk management teams to deliver the high-quality outcome regarding new models’ in...