Senior Quantitative Financial Professional

Job Description
Reporting to the Head of the Quantitative research group, the successful candidate will be involved in all aspects of quantitative modeling of financial derivatives and portfolio risk management and measurement including:

  • analysis and development of new features and solutions for portfolio risk management and measurement;
  • participating in specification definition, carrying out prototype implementation, and testing;
  • working with the members of the quantitative research group on development of the models of financial instruments and portfolios to incorporate CVA, FVA and WWR in pricing methodologies;
  • understanding changes in the regulatory environment;
  • Comparative analysis of existing methodologies;


Required Technical and Professional Expertise

  • must possess excellent knowledge of industrial strategies in financial risk management, XVA computation, sensitivity computation and familiarity with standard software solutions;
  • strong knowledge of quantitative finance, derivatives pricing and risk management at graduate level;
  • strong analytical and problem solving skills;
  • strong communication skills;
  • 5-10 years relevant work experience


Preferred Tech and Prof Experience

  • Masters in Math, Computer Science, Engineering, Physics or Mathematical Finance or similar program (PhD preferred)


EO Statement
IBM is committed to creating a diverse environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status. IBM is also committed to compliance with all fair employment practices regarding citizenship and immigration status.


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