We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative developers to design and implement quantitative models for pricing and managing counterparty credit risks. 

Job Summary

As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative developers to design and implement quantitative models for pricing and managing counterparty credit risks. The role involves collaboration with various teams and Technologies on model deployment and testing. The candidate should have strong communication skills, management experience, and programming knowledge.

Job Responsibilities 

Lead a team of highly skilled quantitative developers to design and implement cutting edge quantitative models for pricing and managing counterparty credit risks. Work closely with counterparty trading, margin trading and credit risk organization for business support. Collaborate with other QR line of business' including Interest Rates (IR), Foreign Exchange (FX), Equities, Credit and Commodities QR. Apply the latest high performance computing (HPC) techniques including cloud computing, distributed processing, to solve business problems. Collaborate closely with Technologies on model deployment and testing.

Required Qualifications, Capabilities, and Skills 

Strong communication skills both written and verbal. Highly driven and self-motivated to deliver results. 5+ year of industry experience.  Management experience of leading a team. C/C++ and Python programming experience. PhD or MS degree in a quantitative field, e.g. Math, Finance, Physics, Computer Science or Engineering.