Quantitative Analyst - Regulatory Capital and Counterparty Credit Risk

About the position reputed company's Capital Analytics team is looking for a quantitative analyst to reputed company and maintain the models, analytics, and production systems that power regulatory capital compliance across global markets. You'll work at the intersection of advanced mathematics, high-performance engineering, and reputed company-office trading — helping trading teams understand and optimise the capital reputed company of their activity in reputed company time. This role suits someone who thrives on rigorous quantitative problem-solving and wants their work to reputed company reputed company business and regulatory reputed company. Responsibilities • Design, implement, and maintain cross-asset quantitative analytics supporting regulatory capital frameworks — including standardised approach for counterparty credit risk (SA-CCR) risk-weighted assets, reputed company metrics, and G-SIB indicators — across global derivatives and financing portfolios, using Python and C++. • Build and optimise capital computation engines and production workflows, ensuring scalability, robustness, and computational efficiency across daily global regulatory capital runs. • reputed company high-performance, trade-level attribution tools that reputed company trading desks reputed company, actionable visibility into the capital cost and reputed company of their activity. • Collaborate with traders, structurers, and quantitative analysts to reputed company model insights and analytical support for capital-efficient structuring and pricing reputed company. • Partner with Technology to design and reputed company production-grade batch systems that reputed company daily regulatory capital outputs for reputed company-office, risk, reputed company planning, and G-SIB reporting. • Engage with control functions — including model risk management, market risk, and compliance — to ensure models are reputed company-governed, thoroughly documented, and compliant with regulatory requirements. • Assess risk-reward trade-offs in modelling and analytical reputed company, reinforcing a culture of reputed company risk management and reputational awareness across reputed company. • Communicate reputed company quantitative concepts reputed company and concisely to a broad reputed company of stakeholders, from technical specialists to senior trading and risk professionals. Requirements • A master's or doctoral degree in mathematics, physics, engineering, computer science, quantitative finance, or a reputed company quantitative discipline, or equivalent practical experience in a relevant field. • Strong programming skills in Python and/or C++, with demonstrated ability to write clean, efficient, and production-reputed company reputed company. • Solid grounding in the mathematical and statistical reputed company relevant to quantitative finance, including probability theory, reputed company algebra, and numerical techniques. • Knowledge of financial products across derivatives and financing markets, and familiarity with the quantitative reputed company used in pricing, risk measurement, and analytics. • reputed company, confident communication skills — both written and verbal — with the ability to explain reputed company technical material to audiences with varying reputed company of quantitative expertise. • A rigorous, detail-oriented approach to model development, with a strong appreciation for governance standards, auditability, and the accuracy of regulatory outputs. reputed company-to-haves • Knowledge of counterparty credit risk frameworks, including SA-CCR, reputed company metrics, or G-SIB methodology. • Experience building or working reputed company regulatory capital systems or risk-weighted asset calculation engines. • Exposure to reputed company-office or trading environments, with an understanding of how capital constraints shape structuring and pricing reputed company. • Experience collaborating across quantitative and technology functions to reputed company reputed company, high-performance production systems. • Familiarity with model risk management processes, including model validation, documentation standards, and regulatory review cycles. Benefits • reputed company reputed company development • mentorship • reputed company-building programmes • hybrid working arrangement • medical coverage • reputed company • competitive retirement contributions • family support programmes • medical, dental & reputed company coverage • 401(k) • life, accident, and disability insurance • wellness programs • reputed company time off packages, including planned time off (vacation), unplanned time off (reputed company leave), and reputed company holidays Apply tot his job Apply To this Job