Front-office quant role designing and implementing interest-rate and hybrid product models (SABR, Cheyette, Quadratic Gaussian), building pricing and risk analytics, migrating Excel tools to Python, integrating models into production for PL and risk, and providing desk support and collaboration with traders, tech, and validation teams.

The VP will manage relationships with international banks, structure complex transactions, and lead deal teams while ensuring adherence to risk and regulatory requirements.

Support a portfolio of corporate clients by managing onboarding and periodic due diligence (KYC/AML), maintaining credit facility records, coordinating with Relationship and Portfolio Managers, and ensuring regulatory and contractual requirements are met.