​Role Summary

Design and deliver high-performance quantitative analytics and infrastructure supporting pricing, risk, and trading functions within Capital Markets. The role requires strong expertise in Python and C++ to build scalable, production-grade systems in a regulated banking environment.

Key Responsibilities

• Develop and maintain quantitative libraries in C++ for pricing and risk analytics

• Build scalable data pipelines, tools, and APIs using Python

• Translate quantitative models into efficient, production-ready code

• Optimize performance of latency- and compute-sensitive applications

• Integrate models into trading and risk platforms across asset classes

• Collaborate with quants, traders, and technology teams

• Ensure code quality, testing, and compliance with model governance standards

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Must have:

• Education: advanced degree (MS/PhD) in mathematical finance, applied mathematics/statistics, physics, engineering and a related quantitative field

• Experience: (senior) VP or Director level with

• A minimum of 3-years of front-desk quant-support experience

• Working knowledge of the Black-Scholes pricing framework and data structure, and Risk & PNL implementations.

• Hands-on development work in the pricing analytics & familiarity with some most common SPT products.

• Software: C++ and Python.

• Communications: good communication skills.