Credit Quantitative Developer

Description

The role provides quantitative and analytical expertise to support trading strategies, risk management and decisions in investment banking, combining quantitative analysis, mathematical modelling and technology to improve trading and investment outcomes.

The work covers pricing, risk and trading decisions across a range of financial products and markets, with close contact to sales and the wider business.

Responsibilities

• Build and deploy quantitative models and strategies that reveal market trends and sharpen trading, pricing and risk decisions across several financial products and markets.
• Work with sales colleagues to understand client needs and design tailored solutions.
• Carry out research, data analysis and statistical modelling to understand market trends, pricing and risk behaviour.
• Own and maintain the analytical libraries that support front office infrastructure.
• Advise on quantitative methods, new technology and industry practice to bring innovation to the trading environment.
• At Assistant Vice President level, advise on and influence decisions, contribute to policy development, and take responsibility for operational effectiveness while collaborating with other functions and business divisions.
• Lead a team on complex work that affects the whole business function: set objectives, coach people, review performance against those objectives and determine reward outcomes. Lead by listening and being authentic, energising and inspiring, aligning across the enterprise and developing others.
• Where you guide rather than manage people, lead collaborative assignments, bring in other specialist areas when needed, and propose new directions that combine cross-functional methods.
• Advise people leaders on complex escalated issues.
• Identify ways to reduce risk and write new policies and procedures that support control and governance.
• Own the management of risk and the strengthening of controls in your own work.
• Analyse complex data from multiple internal and external sources to solve problems creatively.
• Communicate complex and sensitive information, including to difficult audiences, and influence stakeholders to reach outcomes.

Requirements

• Deep working knowledge of contemporary C++.
• Solid capability in analysis and numerical work.
• Strong written and spoken English.
• Show the company's values of respect, integrity, service, excellence and stewardship, and its mindset of empowering, challenging and driving.
• Highly valued: considerable proficiency in Python.
• Highly valued: a basic understanding of mathematical finance.
• Highly valued: experience of CICD workflows in a large, complex codebase.
• You may be assessed on risk and controls, change and transformation, business acumen, strategic thinking, digital and technology, and job-specific technical skills.

Conditions

The role is based in the Prague office and follows a hybrid work model.

Base salary is between Kč 1,000,000.00 and Kč 1,700,000.00 per year on a full-time equivalent basis, reflecting the typical range for the role.

Actual pay depends on the responsibility level of the role and the individual's experience, and excludes any other compensation or benefits.

Benefits

• Access to a range of competitive, country-specific benefits.
• Eligibility for an incentive award.