We are looking for a Quantitative Analyst to join our Quantitative Research team. This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios. As part of a growing quantitative team—alongside Quant Development, Quant Strategies, and Risk Advisory—you will play a key role in shaping the firm’s expanding capabilities in credit and equity derivatives, building on our established expertise in interest rate and FX risk.

Key Responsibilities

• Design, develop, and document pricing and risk models for credit and equity derivatives as part of the firm’s strategic expansion in these areas
• Work closely with Quant Dev to integrate new models into our internal Python‑based risk platform
• Support the Quant Strategies and Risk Advisory teams with model calibration, validation, and interpretation across private c...