Source description
About the role
We are seeking a Junior Quantitative Analyst to work along with the FIC and EQD quants in AMER. This is foundational role designed to build long-term depth, continuity and expertise within the team. The candidate will work closely with senior quants across derivatives pricing, margin models and pricing models monitoring (MRM), gradually taking ownership of key recurring items. Main Responsibilities Support senior quants in derivatives pricing model documentation and validation tasks
Help maintain and improve internal quant tools and scripts used for pre-trade by trading desks (both FIC and EQD)
Perform periodic model performance monitoring: backtesting, benchmarking, and exception reporting in line with model risk management (MRM) policy
Address client queries related to UMR and SIMM calculations
Assist in building and maintaining a clean, well-documented knowledge base internally in ARD
Provide support to trading on the ARD tools locally in AMER.
Build expertise on pricing models, SIMM, regulatory frameworks, and margin models
Participate in documentation and process improvement
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