About this role
Support oversight of FX, interest rate, and credit derivatives pricing models including curve and volatility calibration, monitor model behavior through P&L analysis and valuation review, and prepare MRMG governance materials and regulatory submissions. Apply data science and analytical techniques to improve model monitoring and exception detection, contribute to a unified semantic data layer, enable agentic and automated workflows, and deliver insights and reporting to strengthen controls and decision-making.
Skills for this role
Data SciencePythonC++SWIGSQLData analysisQuantitative analyticsModel oversightMarket riskValuation controlsDerivatives (FXinterest ratecredit)Pricing modelsCurve & volatility calibrationP&L monitoringModel governanceRegulatory submissionsSemantic data modelsWorkflow automationAgentic workflowsAnomaly detectionMachine learningLarge datasetsData qualityStakeholder managementReporting