- Development and validation of new products to support complex new trades
- Development of new models and validation of reserves methodologies
- Participate in the implementation of the model governance framework Provide support of product development tasks:
- Develops new products with their appropriate model, model calibration tools and risks.
- Develops and maintains complex products such as Vol Caps, Quantitative Investment Strategies, Collateralized Loans, new one-off trades
- Defines model reserves methodologies in collaboration with Product Control and Trading. Monitors these reserves. Contributes to their industrialization
- Develop and maintain a testing framework for new products and models
- Day to day support / Bugs fixing
- Assist in the release of the Quant libraries and tools
- Assist in deploying the product development tools to users
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