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 systemBe the senior technical counterpart to AACB’s Quantitative Risk Management (QRM) team which designs the underlying methodologiesLead and mentor software engineers and junior quant developers; establish best practices in code review, testing, CI/CD, observability, and documentationDrive the technical strategy of the team, collaborating closely with the Chapter Lead who oversees the team's people and capability growthPartner with business developers and pr...