Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? As an  Equities Core Quantitative Research(QR) Associate team works closely with different stakeholders in the Global QR Equities team to develop and maintain the Python and C++ infrastructure that uses and supports the sophisticated mathematical models used by the Equity derivatives business.

Job Responsibilities:

Building tools that maximize Global QR Equities productivity, automating tasks that were previously manual and repetitive. Maintaining and enhancing Global QR Equities model risk-reporting and regulatory-reporting infrastructure. Ensuring Global QR Equities code is performant, correct, and comprehensively tested. Collaborating closely with Equity derivatives’ Tech partners and other QR partners to ensure systems work well from end to end

Required qualifications, capabilities, and skills

Masters or equivalent in Engineering, Mathematics, Physics, Computer Science, etc. Experience in code design, data structures, and demonstrable programming skills in C++/Python or any other programming language. Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders. Robust testing and verification practices. Demonstrate good judgment  Enthusiasm about knowledge sharing, documentation, and collaboration. Strong interpersonal skills required to communicate in a direct, succinct manner.

Preferred qualifications, capabilities, and skills

Knowledge of options pricing theory, equities markets, in particular equity derivative products and models, is a plus.