You will develop quantitative models and tools to assess central counterparty margin adequacy and support counterparty credit risk management for cleared derivatives. Additionally, you will collaborate with technology a…
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Jobs in Jersey City, New Jersey, United States
4 current jobs in Jersey City, New Jersey, United States.
Current opportunities
Search all jobsDevelop and maintain production-quality derivatives pricing models, risk analytics, and quantitative tools on the Athena Python platform, supporting investment and risk management across rates, credit, and equities. Par…
Design and implement multi-period portfolio optimization frameworks while leveraging solvers like MOSEK to build scalable models. Develop and refine intraday trading strategies and execution algorithms while monitoring…
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, docume…