Wholesale Credit Quantitative Research - Senior Associate

About the role

Develop quantitative models and tools to assess central counterparty margin adequacy and manage counterparty credit risk for cleared derivatives. Partner with governance, control, and technology teams to oversee, document, test, and deploy production-ready solutions, and communicate findings to stakeholders. A master's or doctoral degree (or equivalent) in a relevant quantitative field and at least three years of experience in quantitative research, strategy, or a related role are required. Candidates need Python proficiency, knowledge of cleared derivatives and risk methodologies such as value at risk and stress testing, strong communication and attention to detail, and a risk-and-control mindset.