Job description
Main Purpose and Accountability of the Role As a Quantitative Analyst within Markets Engineering EMEA, you will be responsible for the design, development, and ongoing support of core quantitative libraries. This includes financial models, product representations, valuation and sensitivities (Greeks), XVA, and other risk metrics across multiple asset classes, including interest rates, FX, inflation, and equities. Key Responsibilities You will be accountable for the development, integrity, and g…