Job Description

Your job

As part of this major modernization initiative, we are gradually migrating asset classes from the current market risk system to a new, in‑house‑built, C++ risk platform, based on modern risk methodologies. Our goal is to improve flexibility, accuracy, performance, scalability, and delivery by means of a new market risk system/methodology. You will:

  • Drive development, implementation, and continuous improvement of both pricing and risk models within this new system
  • Be the senior technical counterpart to AACB’s Quantitative Risk Management (QRM) team which designs the underlying methodologies
  • Lead and mentor software engineers and junior quant developers; establish best practices in code review, testing, CI/CD, observability, and documentation
  • Drive the technical strategy of the team, collaborating closely with the Chapter Lead who oversees the team's people and capability growth
  • Partner with business developers and pr...

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