Job Summary

• Own and evolve core credit pricing and risk analytics used by the trading desks, including model design, implementation, testing, release, and production support.
• Lead development of performance-critical analytics libraries in C++, including architecture decisions, code quality standards, and runtime performance improvements.
• Communicate clearly with senior stakeholders on outcomes, limitations, delivery status, and risk items; set priorities and manage trade-offs with the desk.

Matching Summary

Salary

$225,000.00 - $300,000.00 annualized salary; Discretionary incentive eligible; Benefits eligible

Skills & Requirements

Key Requirements

• PhD or Master’s degree in a related field or equivalent work experience
• Must have advanced C++ expertise
• Experience with credit products and markets

Work Rights