Vice President
, Quantitative Analytics
We're seeking a future team member for the role of Vice President, Quantitative Analytics to join our Markets team. This role is located in New York.
In this role, you'll make an impact in the following ways:
Serve as a senior quantitative expert supporting the Pricing, XVA, Securities Finance, and AI-driven analytics businesses, delivering high-impact models, analytics, and strategic quantitative solutions.
Partner closely with trading, risk, technology, product, and AI engineering teams to develop and enhance quantitative models, advanced analytics, and AI-enabled solutions that support business growth, client outcomes, and risk management objectives.
Design, implement, and evolve pricing and valuation frameworks across multiple asset classes, ensuring consistency, transparency, robustness, scalability, and readiness for AI-assisted workflows.
Contribute deep quantitative expertise to the development of XVA analytics, capital optimisation, funding valuation adjustment methodologies, and balance sheet efficiency initiatives.
Develop innovative quantitative and AI-powered solutions for Securities Finance, including collateral optimisation, inventory analytics, financing strategies, intelligent decision support, and client-focused analytical capabilities.
Apply advanced statistical, machine learning, and AI techniques to solve complex business problems, improve analytical efficiency, and unlock new commercial opportunities across Markets.
Act as a trusted advisor to senior stakeholders across Markets, translating complex quantitative, machine learning, and AI concepts into actionable insights and business decisions.
Provide technical leadership on quantitative methodologies, AI adoption, model architecture, implementation approaches, and analytics strategy across key Markets initiatives.
Support model governance, validation activities, regulatory engagement, and controls for both traditional quantitative models and emerging AI capabilities, ensuring compliance with internal and external standards.
Drive the delivery of complex quantitative and AI initiatives from research and experimentation through implementation and production deployment, partnering closely with engineering and platform teams.
Contribute to the advancement of quantitative and AI best practices, intellectual capital, innovation, and thought leadership across the broader organisation.
To be successful in this role, we're seeking the following:
Significant experience in quantitative analytics, model development, quantitative research, machine learning, or quantitative platform delivery within financial markets.
Deep knowledge of derivative pricing, quantitative modelling, valuation methodologies, and risk analytics across one or more asset classes.
Strong understanding of XVA frameworks, collateral management, funding and capital optimisation concepts.
Experience applying machine learning, artificial intelligence, or advanced data science techniques to financial markets, trading, risk, or operational challenges.
Demonstrated track record of designing and delivering complex quantitative and AI-enabled solutions from concept through implementation and production deployment.
Strong stakeholder management and influencing skills, with the ability to partner effectively with senior business, risk, technology, and regulatory stakeholders.
Excellent problem-solving, analytical, and quantitative research capabilities.
Experience supporting model governance, validation, regulatory requirements, and AI risk management within a controlled environment.
Strong programming skills and experience working with modern quantitative, data science, and AI technology stacks.
Ability to operate independently, providing thought leadership and technical direction on strategically important initiatives without direct people-management responsibility