Associate, Global Analytics and Financial Engineering

About the role

Join a purpose-driven winning team, committed to results, in an inclusive and high-performing culture.

Responsibilities

• Champions a customer-focused culture to deepen client relationships and leverage broader Bank relationships, systems, and knowledge.
• Collaborate with senior members to learn about derivatives products, valuation models, and the model development technology stacks.
• Develops valuation models for Emerging Markets products, ensuring theoretical soundness, numerical accuracy, and implementation correctness.
• Participate in the development and support of front office analytics used for pricing, hedging, and risk management.
• Provide subject matter expertise to our model and analytics stakeholders such as trading and sales, risk management teams, and technology groups.
• Apply the Bank’s risk appetite and risk culture in day-to-day activities and decisions.

Requirements

• Doctorate or master’s degree in quantitative finance, mathematics, computer science, physics, or other quantitative areas.
• Up to 2 years’ experience after graduation with a passion for quantitative finance.
• Demonstrable knowledge of numerical methods and computational modeling: for example, finite difference / finite element, Monte Carlo simulation, optimization, artificial intelligence.
• Strong programming skills in C++ or Python and the willingness to learn other programming languages.
• Good communication and interpersonal skills and a team player with the ability to work well in a fast-paced environment with changing priorities.
• Solutions-focused attitude, recognizing opportunities to not only learn but to contribute to team outcomes, and showing ownership over delivery.
• Knowledge of reinforcement learning or deep learning is considered an asset.
• Strong organizational, analytical skills and attention to detail.
• Excellent verbal and written communication and interpersonal skills.
• Ability to work collaboratively in a fast-paced environment.

Qualifications

• Doctorate or master’s degree in quantitative finance, mathematics, computer science, physics, or other quantitative areas.
• Up to 2 years’ experience after graduation with a passion for quantitative finance.
• Demonstrable knowledge of numerical methods and computational modeling: for example, finite difference / finite element, Monte Carlo simulation, optimization, artificial intelligence.
• Strong programming skills in C++ or Python and the willingness to learn other programming languages.
• Good communication and interpersonal skills and a team player with the ability to work well in a fast-paced environment with changing priorities.
• Solutions-focused attitude, recognizing opportunities to not only learn but to contribute to team outcomes, and showing ownership over delivery.
• Knowledge of reinforcement learning or deep learning is considered an asset.
• Strong organizational, analytical skills and attention to detail.
• Excellent verbal and written communication and interpersonal skills.
• Ability to work collaboratively in a fast-paced environment.

Skills

• Quantitative Finance
• Derivatives Valuation Models
• Model Development
• Programming (C++, Python)
• Communication and Interpersonal Skills
• Team Player
• Solutions-Focused Attitude
• Risk Management
• Financial Engineering

Benefits

• Competitive salary range: $155,000.00 - $185,000.00
• Flexible benefits program
• Workplace diversity and inclusion initiatives
• Performance-oriented culture

Pay

• $155,000.00 - $185,000.00

Schedule

• Full-time