Associate, Loans Strat, Group Strategic Analytics
Core
Develop valuation methodologies, financial calculation engines, and automated reporting systems for hold-for-maturity accrual businesses and multi-asset portfolios.
Role type
Associate quantitative analyst (financial valuation & risk)
Builds
Production reporting systems, financial calculation engines, and automated workflow tools for multi-asset portfolios.
Domain
Financial services / Quantitative analytics
Required skills
Python (Pandas, NumPy), SQL, C++, HTML, JavaScript, TypeScript, Git, CI/CD pipelines, relational database design, data pipeline implementation
Preferred skills
Master's degree in Mathematics or related quantitative field, experience with Oracle APIs
Technologies
Python, C++, SQL, Oracle, Git, HTML, JavaScript, TypeScript, NumPy, Pandas
Responsibilities
Designing and implementing production reporting systems for multi-asset portfolios; building financial calculation engines for index computation and performance attribution; performing trade and portfolio level profit and loss calculations; conducting multi-asset financial instrument analytics and risk measurement; developing front-end interfaces for valuation and reporting applications; performing root cause analysis and deploying fixes for quantitative systems.
Seniority
Associate, entry-level IC