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Goldman Sachs is seeking an accomplished Senior Vice President to lead Post-Trade Operations for Equity Derivatives and Structured Products in New York. In this senior leadership position, you will oversee critical operational functions supporting our Flow Derivatives, Strategic Derivatives, and Exotics/Structured Products trading desks.

This is a high-impact role responsible for running three core teams while driving transformation initiatives to build operational scale, strengthen risk management, and modernize processes through technology and automation.

Key Responsibilities

• Lead and manage the Equity Derivatives Middle Office, Exotic Trade Review, and Securitized Products Servicing teams, ensuring accurate, timely, and controlled processing across the trade lifecycle.
• Oversee trade capture, validation, confirmation, settlement, and lifecycle event management for flow and exotic equity derivatives and structured/securitized products.
• Provide front-to-back trade support for structured equity derivatives, acting as a key liaison between trading desks and operational functions to resolve trade discrepancies and booking issues.
• Serve as a product specialist and subject-matter expert, supporting query resolution on complex products for internal stakeholders and clients.
• Validate economic terms of new trades, ensuring accurate capture of complex/exotic structures and lifecycle events (e.g., fixings, knock-ins/outs, barriers, corporate actions).
• Perform daily P&L and position reconciliation, investigating and resolving breaks between front-office, middle-office, and back-office systems.
• Strengthen the risk and control environment, proactively identifying operational and market-risk-adjacent exposures across supported products.
• Partner with Market Risk and Finance to support valuation reviews, exposure monitoring, and the operational dimensions of risk reporting.
• Define and track KPIs/KRIs, reporting on operational performance and risk metrics to senior management.
• Support a fast-paced, volatility-and-derivatives-focused environment, balancing rigorous controls with the agility required to support active trading strategies.
• Drive scalable processes that accommodate high-volume, complex derivative flows.
• Drive operational transformation, identifying opportunities to eliminate manual processes and implement automation and AI-enabled solutions.
• Partner closely with Sales, Trading, Structuring, Origination, Legal, and other Operations functions to support business growth.
• Develop talent, building a high-performing, future-ready team and fostering a culture of continuous improvement.

Required

Qualifications & Experience

• 10+ years of experience in post-trade Operations, Middle Office, Trade Support, or a related function within a sell-side or buy-side institution.
• Deep subject-matter expertise in equity derivatives (flow and exotic) and structured/securitized products, including trade lifecycle, valuation, and lifecycle event management.
• Strong understanding of P&L, reconciliation, and trade booking across front-to-back systems.
• Proven leadership of operational teams with a track record of delivering transformation at scale.
• Strong product knowledge enabling credible engagement with Sales, Trading, Structuring, Origination, and Legal.
• Excellent communication, stakeholder management, and influencing skills.

Preferred / Strong Plus

• Ability to code (e.g., Python, SQL) and hands-on experience leveraging AI tools to drive process automation and analytics.
• Exposure to market risk concepts (Greeks, sensitivities, VaR) and valuation methodologies for complex derivatives.
• Professional designation such as CFA, FRM, or CQF.
• Experience implementing target operating models, vendor platforms, or workflow automation in a derivatives Operations context.

Franklin Templeton Investment Solutions (FTIS) manages approximately $140B in assets and serves as the firm’s multi-asset solutions platform. As a key access point to Franklin Templeton’s global investment capabilities, FTIS brings together insights from across the organization to develop customized investment solutions and diversified portfolios. The team combines strategic asset allocation, portfolio construction, manager research, and risk management expertise to deliver outcome-oriented investment strategies for clients globally.

About The Role

We are seeking a Portfolio Manager to lead the research, construction, and day-to-day management of our Alternative Risk Premia (ARP) strategies. Alternative risk premia strategies systematically harvest well-documented return sources such as value, momentum, carry, and defensive/quality, implemented long/short across multiple asset classes including equity indices and single stocks, fixed income, currencies, and commodities.

This is a hands-on, multi-asset role that blends rigorous quantitative research with practical, real-money portfolio management. The successful candidate will own the full lifecycle of the strategy: signal research, portfolio construction and optimization, risk management, trade implementation across cash and derivative instruments, and performance attribution. You will be both an investor and a builder – equally comfortable conducting research, overseeing execution, and maintaining and enhancing the platform that supports the investment process.

This role will provide you with an opportunity to shape and grow a systematic strategy platform with meaningful autonomy, and work in a collaborative, intellectually rigorous environment that pairs deep research with thoughtful portfolio management. We have the resources of a $1.7T global asset manager to support investment, operational, and commercial success.

How You Will Add Value

• Own the end-to-end management of the ARP book, including research, portfolio construction, implementation, rebalancing, and risk budgeting across asset classes.
• Research, design, and validate systematic signals and evaluate candidate factors for statistical robustness and economic intuition, with a thoughtful approach to capacity, turnover, overfitting, and live-versus-back test tracking.
• Define and monitor the ARP framework to impose strong risk discipline, with specific focus on risk exposure, leverage, liquidity, and stress/scenario analysis.
• Oversee a team of quantitative researchers, and collaborate with other multi-asset investment teams, traders, solutions portfolio managers, and risk and operations teams to take ideas from research into robust, scalable production.
• Engage with clients and prospects as needed to support marketing efforts, client service, and distribution opportunities.
• Stay current with academic and practitioner research on factor investing, and continuously improve the strategy’s signals, execution, and infrastructure.

What Will Help You Be Successful In This Role

Experience, Education & Certifications

• Requires 10+ years of experience in a systematic or quant finance role, with 5+ years managing ARP portfolios.
• Bachelor’s degree in quantitative discipline: mathematics, statistics, physics, financial engineering, computer science, economics, or a related field. Advanced degree and/or professional certification (CFA, CQF, FRM) preferred.
• Experience working with python and AI coding tools in a professional investment setting, e.g. conducting research, producing analytics, and automating reporting.
• Hands-on experience trading derivatives, with practical fluency in instruments such as equity futures and swaps, interest rate futures and swaps/swaptions, FX forwards, total return swaps, and commodity futures – including risk, margin, financing, and execution characteristics.
• Excellent written and verbal communication skills, with the ability to explain complex strategies and results to both technical and non-technical audiences. Track record of publishing or presenting original research on factor investing or systematic strategies preferred.
• Prior experience managing quant researchers and an entrepreneurial mindset to driving commercial success for the ARP platform.

Work Schedule & Location

• Hybrid work schedule

Individual contributing to the management and execution of derivative strategies and solutions-driven investment portfolios across the Group’s insurance balance sheets. Working within the Balance Sheet Solutions & Derivatives team, the role supports activities across risk management, regulatory compliance, and balance sheet optimisation, helping to deliver effective hedging and investment solutions.

Working closely with colleagues across risk, investments, actuarial, finance, and operations, the role assists in translating agreed strategies into execution. Responsibilities include supporting trade execution, monitoring derivative and collateral positions, coordinating with internal stakeholders and external counterparties, and contributing to reporting, governance, and operational processes. The role provides an opportunity to develop expertise across the full derivatives lifecycle while helping to maintain strong risk management, control standards, and operational efficiency.

Key Responsibilities

• Support the management of the Group’s derivative portfolio across cleared and uncleared instruments, including hedging, repos, funding solutions, repacks, and structured transactions, ensuring adherence to relevant regulatory requirements.
• Assist in the implementation and execution of derivative strategies aligned with balance sheet objectives, risk appetite, and regulatory constraints, including solutions supporting M&A and reinsurance transactions.
• Support the end-to-end trade lifecycle, including pre-trade analysis, execution, confirmation, validation, and ongoing monitoring of derivative exposures, market developments, and hedge effectiveness.
• Assist in the management of collateral and liquidity activities across CSAs, including margining, reconciliation, eligibility monitoring, governance, and process improvements.
• Prepare and maintain risk, liquidity, collateral, and performance reporting, providing accurate and timely analysis to support decision-making and stakeholder requirements.
• Build effective relationships with internal stakeholders across risk, investments, actuarial, finance, legal, and operations, as well as external counterparties including banks, custodians, clearing houses, and execution providers.
• Contribute to the enhancement of execution processes, controls, operating models, systems, and provider oversight to improve efficiency, scalability, and governance.
• Work closely with the Derivative Oversight Manager and wider team to ensure accurate reporting, strong governance, and compliance with derivative and insurance regulatory frameworks.

Experience & Qualifications

• Relevant experience in derivatives within insurance, asset management, investment banking, or a related financial services environment, with exposure to the execution and management of derivative and structured strategies (typically 4–8 years).
• Good technical understanding of derivative instruments, collateral management, and associated market practices.
• Experience supporting derivative portfolios, including trade execution, lifecycle management, collateral processes, and related regulatory or reporting requirements.
• Bachelor’s degree in a quantitative or analytical discipline (e.g., Mathematics, Physics, Engineering, Computer Science, or similar). Advanced degrees are advantageous.
• Strong analytical and numerical skills, including advanced Excel; experience with Python, SQL, C#, or similar tools is beneficial.
• Proficiency with market data platforms (e.g. Bloomberg) and ability to source, interpret, and validate market and security data
• Good understanding of insurance balance sheets and ALM considerations, with working knowledge of regulatory and accounting frameworks; multi-jurisdictional experience advantageous
• Strong problem-solving, organisational, and communication skills, with the ability to manage deliverables end-to-end and effectively engage and influence stakeholders
• Experience improving processes, controls, and analytics through automation and standardisation; familiarity with derivative management systems advantageous
• Professional qualifications (e.g. CFA, CQF, FRM, Actuarial) or progress toward them desirable

Strategic Advisers, LLC (SAI) is a registered investment advisor and Fidelity Investments Company that provides investment management services to clients through Fidelity’s retail and institutional distribution channels. For more than 30 years, SAI has specialized in the investment management of managed accounts and other custom solutions to help investors reach their financial goals. With more than $1.4 trillion in assets under management in a blend of Fidelity and third-party investment vehicles, Fidelity’s SAI is a leading provider of managed solutions for retail, workplace, and institutional clients.

The Team

The Separately Managed Account (SMA) Team is responsible for SMA model management, portfolio construction, management and trading of existing Fidelity’s retail managed accounts in addition to developing, researching and launching new products and initiatives. We employ investment expertise, quantitative techniques and technical skills to further enhance the team’s roles and responsibilities across single asset class portfolios for high-net-worth and mass affluent individuals and trusts.

The Role

The Senior Investment Manager will focus on reviewing discretionary client portfolios primarily invested in US and international equity portfolios, which are offered in standalone and sleeve forms as well as newer strategies like long/short offerings. The Senior Investment Manager will have a high degree of investment expertise to review and trade the tax-aware and non-taxable SMAs. In addition, this role will also provide tax-aware transition strategies and hypothetical account reviews for clients. You will play a significant role in SAI’s next generation of sophisticated investment solutions which include custom multi-account investment management and asset location strategies.

Primary Responsibilities

Trade Execution

• Long/Short equity account reviews and analysis
• Enhance long/short equity strategies and improve upon processes
• Execute daily equity trading activities across individual client portfolios for standalone
• Ensure model alignment and liaise with operation teams
• Monitor and maintain portfolio performance, execution and risk metrics
• Develop and maintain relationships with internal trading partners
• Monitor current events and gauge market reactions

Portfolio Construction

• Manage individual client portfolios utilizing complex portfolio construction techniques that involve optimization across different tax registration types
• Be able to decipher and clearly understand the impacts on investment risk and return characteristics
• Develop a deep understanding of internal analyst and portfolio manager research on portfolio construction, and business cycle positioning to achieve superior pre- and after-tax returns consistent with the investment philosophy
• Contribute to the broader investment philosophy and process for the strategy
• Collaborate with other parts of SAI and Fidelity, including Business Oversight, Portfolio Management, Research, Technology, and Operations to continually improve our model management process and implementation

Qualifications

Experience/Education

• Deep understanding of long/short equity investing, short selling and securities finance
• Extensive experience trading, articulating, or creating long/short equity strategies
• Bachelor’s Degree required and emphasis in finance/accounting/economics subjects strongly preferred
• Existing or progress toward a professional designation or certification including, but not limited to CPA, CFP, CQF etc. a plus
• 5+ years of meaningful investment experience in research, portfolio management, or trading

Skills And Knowledge

Professional & Interpersonal

• Ability to operate in a demanding environment with an adaptable skill set, creative problem-solving skills, and the ability to multi-task and work across many projects
• Excellent oral and written communication skills
• Extraordinary attention to detail, as well as great analytical skills that allow for independent judgement and conclusive reasoning while dealing with significant time constraints
• Ability to work effectively on a collaborative team with a strong spirit of innovation, maintaining comfort in undefined environments

Quantitative & Technical

• Awareness of portfolio optimization tools and techniques like Axioma and risk models like Barra
• Strong quantitative analysis skills around oversight of portfolio holdings & risk exposures
• Skilled using AI tools and techniques preferred
• Experience using FactSet or Bloomberg
• Skilled in advanced programming languages like R, Python and SQL strongly preferred
• Comfort working with large datasets, using database tools and platforms as well as report and visualization platforms like Tableau

IDB Invest is the private sector arm of the IDB Group committed to supporting the sustainable development of Latin America and the Caribbean through the private sector. Our mission is to finance, structure, and mobilize capital for companies and projects that support economic growth, resilience, and long-term development across the region.

IDB Invest operates in 26 countries, structured across four geographic regions and three industry verticals: Infrastructure and Energy, Financial Institutions, and Corporates.

As part of its evolving business model, “Originate to Share,” IDB Invest is expanding its capacity to mobilize private capital and scale development impact across Latin America and the Caribbean, supported by a $3.5 billion capitalization from its shareholders. The model strengthens IDB Invest’s ability to originate high-quality assets, structure innovative financial solutions, and connect global capital with opportunities across the region.

About This Position

The Financial and Operational Risk Management Division, part of the Risk Management Department, is responsible for managing financial and operational risks of IDB Invest. The team is divided into four main teams:

• Portfolio Management: responsible for overseeing the growth of the portfolio, considering concentrations and other risk parameters, providing portfolio risk guidance to the business areas, managing portfolio limits, RAROC, Economic Capital, Risk Management MIS, reporting and limit controls, and quarterly calculation of provisions under the CECL.
• Market Risk: responsible for the design, implementation, update, and ongoing execution of the Market Risk and Asset and Liability Management framework. The team identifies, quantifies and monitors interest rate risk and foreign exchange risk of the balance sheet, and the price risk of the liquid investment portfolio. This group is also responsible for liquidity risk and counterparty credit risk management.
• Model Validation: responsible for independently validating IDB Invest’s models and maintaining the model governance framework.
• Operational Risk Management: responsible for assessing and maintaining an appropriate internal control environment, developing and managing a full operational risk framework as a second line of defense.

The Financial and Operational Risk Division is seeking a seasoned Counterparty Risk professional to join the Market Risk team as Lead Officer, based in Washington, D.C. Reporting to the Market Risk Director, the successful candidate will be responsible for the end-to-end management of counterparty risk arising from Treasury derivatives, with financial and non-financial counterparties. The Lead Officer will drive counterparty limit-setting, PFE/CVA/XVA analytics, ISDA/CSA governance, and daily exposure monitoring, and will play a hands-on role in the migration and implementation of new counterparty risk systems being integrated with Treasury operations, in close coordination with the Treasury, Legal, Operations, and IT functions.

What You’ll Do

• Lead the counterparty risk onboarding, credit due diligence, and limit-setting process for derivatives counterparties (PFE, EE, EPE).
• Establish and maintain the framework of counterparty limits.
• Design, calibrate, and independently monitor Potential Future Exposure (PFE) models, CVA/DVA/FVA/KVA (XVA) computations, wrong-way risk analytics, and exposure netting/collateral treatment for the derivatives portfolio.
• Oversee ISDA Master Agreement and CSA lifecycle management jointly with Legal and Treasury: pre-execution documentation checks, tracking of amendments and renewals, sign-off routing, and escalation of non-standard risk provisions to the CRO.
• Perform daily monitoring, limit utilization reporting, and excess/pre-approval management for all counterparty exposures.
• Run stress testing, scenario analysis, and reverse stress testing on the counterparty portfolio, including sensitivity to counterparty downgrades, spread widening, and market shocks; report results to the CRO, ALCO, and the Risk Committee.
• Lead the counterparty risk workstream in the implementation of the new Market Risk / Treasury system (including PFE and XVA modules), collaborating with IT and Treasury to automate data sourcing, exposure aggregation, reporting, and limit control.
• Maintain and evolve the counterparty risk policies, guidelines, and procedures, benchmarking against Basel III/IV standards (SA-CCR, CVA capital charge), MDB peer practices, and industry best practices.
• Deliver executive-level reporting: daily counterparty exposure dashboards to the CRO and Managing Director, and periodic reporting to ALCO, Senior Management, and the Board.
• Lead the cross-functional integration of counterparty risk management across the transaction lifecycle, partnering with Finance, Operations, IT, Legal, Treasury, and Front Office teams to ensure effective onboarding through transaction maturity and unwind.
• Monitor regulatory developments (BCBS, EBA, FSB, IOSCO), market events, and idiosyncratic counterparty deterioration; propose proactive limit or hedging actions.

What You’ll Need

• Education: Master’s in Finance, Financial Engineering, Economics, Mathematics, Statistics, or related quantitative field strongly preferred. FRM, CFA, PRM, or CQF certification is highly desirable.
• Experience: Minimum 6 years (Preferable 8–10 years of relevant experience) in counterparty risk, market risk, or derivatives risk management within an international financial institution, MDB, investment bank, or top-tier commercial bank. Demonstrated hands-on experience managing PFE, XVA, ISDA/CSA governance, and derivatives exposure across multiple asset classes.
• Technical Skills: Strong understanding of derivatives products (IRS, CCS, FX forwards/swaps, options, CDS), pricing and exposure modeling; Basel III/IV counterparty credit risk framework (SA-CCR, IMM, CVA capital charge); collateral and margining under ISDA CSA and Uncleared Margin Rules; wrong-way risk; netting and close-out mechanics. Hands-on experience with risk systems such as Murex, Calypso, Bloomberg (MARS/BRM), Numerix, or equivalent. Strong programming and data-analytics skills (Python, SQL, Excel/VBA, Power BI).
• Languages: Oral and written proficiency in English required. Spanish and/or Portuguese are a strong plus.
• Core Competencies: Ability to translate complex counterparty risk concepts into clear, actionable recommendations. Strong analytical rigor, attention to detail, and control mindset. Excellent communication and stakeholder-management skills, including with senior management and Board committees. Problem-solving, ownership, and hands-on delivery attitude.
• Hands-on Approach: Willingness to operate as an individual contributor and subject-matter expert while progressively contributing to team growth.
• Ability to engage with executive committees, ALCO, and the Board.
• Experience in managing change, driving system migrations (PFE/XVA platforms), and leading cross-functional projects.
• Strong understanding of LATAM market dynamics, conventions, practices, derivatives regulatory landscape.
• High ethical standards and integrity.
• Ability to work under pressure and manage multiple priorities.
• Strong project management skills.
• Commitment to continuous professional development.

Financial Risk Analytics provides products and solutions to financial institutions to measure and manage their market risk, counterparty credit risk, regulatory risk capital and derivative valuation adjustments. Using the latest analytics and technology such as a fully vectorized pricing library, Machine Learning, and a Big Data stack for scalability, our products and solutions are used by the largest tier-one banks to smaller niche firms. Our risk analytics solutions are available deployed, in the cloud, or can be run as a service so we free up internal resources to focus on business priorities.

Financial Risk Analytics is seeking a Senior Product Analyst in London to join the Market Data and Integration team within Risk Analytics. The role will focus on workflow design, data pipeline requirements, integration patterns, validation controls, and operational improvements that support scalable risk analytics delivery.

Responsibilities

The Senior Product Analyst will work with product, financial engineering, data, technology, support, professional services, and client-facing teams to analyse requirements and design robust workflows for market data ingestion, enrichment, validation, transformation, integration, and delivery into Risk Analytics products and services.

The role will translate business, analytical, and operational needs into clear specifications, data mappings, process flows, user stories, acceptance criteria, test scenarios, release notes, and operational documentation.

The role will support the design and continuous improvement of data pipelines, APIs, integration services, controls, monitoring, observability, exception management, and automation across Market Data and Integration workflows.

The Senior Product Analyst will investigate complex data and workflow issues using SQL, Python, logs, dashboards, and source-system analysis; support UAT, regression testing, release readiness, production validation, defect triage, and post-release monitoring; and act as a senior subject matter expert for internal stakeholders and client-facing teams on data flows, dependencies, constraints, and expected behaviour.

All employees are required to work from the office a minimum of two days per week.

Required Experience

• Senior experience as a product analyst, business analyst, data analyst, implementation analyst, risk technology analyst, or similar role within financial services, market data, or analytics technology.
• Strong understanding of market data, reference data, pricing data, data quality, data lineage, data controls, and integration workflows.
• Mandatory experience analysing and documenting data pipelines, APIs, batch processes, event-driven workflows, databases, file-based interfaces, or cloud-based data platforms.
• Ability to write clear functional specifications, data mappings, user stories, acceptance criteria, test scenarios, and operational documentation.
• Hands-on capability with SQL and Python for data investigation, validation, reconciliation, prototyping, automation, or issue analysis.
• Essential knowledge of key financial instruments and risk analytics concepts, including bonds, equities, credit default swaps, market risk, sensitivities, VaR, stress testing, curves, scenarios, pricing inputs, and model data requirements.
• Experience working with Agile delivery teams and collaborating across product, engineering, QA, support, financial engineering, and client-facing functions.
• Excellent analytical, communication, and problem-solving skills, with the ability to explain complex data flows and operational issues clearly to technical and non-technical stakeholders.
• Background in Finance, Economics, Mathematics, Computer Science, Engineering, Data Science, or a related quantitative discipline.
• Final-stage candidates are required to attend at least one in-person interview, ordinarily at the nearest S&P Global office, before an offer can proceed.

Preferred Experience

• Experience with Risk Analytics, Buy Side Risk, Traded Market Risk, XVA, CCR, FRTB, portfolio risk, fixed income analytics, securitised products, liquidity risk, or managed risk-as-a-service solutions.
• Familiarity with Snowflake, Databricks, Spark, AWS, Azure, Confluence, Azure DevOps, Git, Tableau, Power BI, message queues, or comparable tools and platforms.
• Knowledge of market data vendors, data mastering, golden-source design, curve construction, historical market data, pricing services, scenario generation, or analytics input validation.
• Experience with observability, production support, automated controls, regression testing, reconciliation, model input validation, machine learning, NLP, or responsible AI applications in financial analytics.
• CFA, FRM, CQF, or other relevant professional qualification.

Santander is a global leader and innovator in the financial services industry and is evolving from a high-impact brand into a technology-driven organization. Our people are at the heart of this journey and together, we are driving a customer-centric transformation that values bold thinking, innovation, and the courage to challenge what’s possible. This is more than a strategic shift. It’s a chance for driven professionals to grow, learn, and make a real difference.

If you are interested in exploring the possibilities We Want to Talk to You!

The Difference You Make

We are seeking a talented and motivated Front Office Quantitative Analyst to join our New York Quant team supporting the Latin America Rates and FX business. This role sits at the intersection of quantitative research, technology, and trading, with responsibility for developing, implementing, and maintaining pricing, risk, and market analytics for linear interest rate and foreign exchange products across local and offshore Latin American markets.

As part of a global Quant team, you will contribute to the build-out of a modern quantitative framework, working on next-generation pricing libraries while supporting and enhancing existing production systems. This is a unique opportunity to help shape a scalable, high-performance quantitative ecosystem while partnering directly with Trading, Sales, Structuring, Risk, and Technology teams to support one of the firm’s core Latin America franchises.

Key Responsibilities

• Develop, enhance, and maintain pricing and risk analytics for linear interest rate and FX products, including interest rate swaps, cross-currency swaps, FX forwards/NDFs, sovereign bonds, repos, and money market instruments.
• Design and enhance multi-curve construction frameworks for discounting, forwarding, collateral, and cross-currency basis across developed and Latin American markets.
• Develop quantitative models and market data infrastructure supporting local and offshore Latin American markets, including BRL, MXN, CLP, COP, PEN, and other regional currencies as applicable.
• Contribute to the development of the firm’s next-generation quantitative library in Rust and its Python APIs for front-office applications.
• Maintain and enhance existing C++ pricing libraries while driving the migration toward modern, scalable architectures.
• Design and extend APIs that enable efficient integration across pricing, risk, and trading platforms.
• Develop pricing, risk management, and market-making tools used directly by Sales and Trading in daily decision-making.
• Incorporate FX dynamics including funding, collateral, cross-currency basis, offshore liquidity, and local market conventions into pricing and risk analytics.
• Optimize numerical methods and improve the performance, robustness, scalability, and reliability of pricing and risk calculations.
• Investigate pricing and risk discrepancies, perform root-cause analysis, and deliver robust solutions within business timelines.
• Partner closely with traders and structurers to develop new pricing methodologies, improve risk analytics, and support new product initiatives.
• Contribute to testing frameworks, model validation, production monitoring, and quantitative governance standards.
• Document quantitative methodologies, model assumptions, and system architecture for internal stakeholders.
• Collaborate closely with Trading, Sales, Structuring, Risk Management, and Technology teams across global locations.
• Support the strategic transformation of the quantitative platform by promoting best practices in software engineering, architecture, testing, and code quality.

What You Bring

• Approximately 3+ years of experience in Front Office Quantitative Analytics, Quantitative Development, Financial Engineering, or related roles supporting trading businesses.
• Proven experience developing pricing models, market data frameworks, and curve construction methodologies for interest rate and FX products.
• Experience supporting production trading environments and working directly with Front Office stakeholders.
• Experience with Latin American markets, emerging market rates, offshore trading environments, or cross-currency products is highly desirable

Technical Skills

Programming

• Strong programming skills in Python and modern C++.
• Experience with Rust or a strong interest in developing production-quality systems in Rust.
• Experience designing APIs and integrating quantitative libraries into front-office applications.
• Familiarity with Linux, Git, CI/CD workflows, and modern software development practices.

Quantitative Knowledge

Strong Understanding Of

• Yield curve construction and multi-curve frameworks.
• Bootstrapping, interpolation, discounting, and forwarding methodologies.
• Pricing and risk management of linear interest rate products.
• FX forwards, NDFs, cross-currency swaps, and cross-currency basis.
• OIS discounting, collateral, funding, and valuation adjustments relevant to front-office pricing.
• Numerical optimization techniques and computational methods.

Preferred Experience

Experience with one or more of the following is considered a plus:

• Quantitative libraries such as QuantLib or similar analytics frameworks.
• Bloomberg, Murex, Summit, or other front-office trading platforms.
• Performance optimization, parallel computing, and scalable distributed systems.
• Automated testing frameworks, model validation, and production monitoring.

Soft Skills

• Strong analytical and problem-solving abilities with a hands-on, ownership mindset.
• Ability to perform effectively in a fast-paced Front Office trading environment.
• Excellent communication skills with the ability to explain complex quantitative concepts to technical and non-technical stakeholders.
• Collaborative approach with the ability to work effectively across Trading, Technology, Risk, and Structuring teams.
• Demonstrated ability to balance quantitative rigor with pragmatic solutions that deliver business value.

Education

• Master’s Degree: in related field or equivalent demonstrated through a combination of work experience, training, military service, or education – Required
• PhD: in related field or equivalent demonstrated through a combination of work experience, training, military service, or education – Preferred

Certifications

• Professional certifications such as CQF or FRM are a plus.

Assurance Advisor, Assurance, Financial Accounting Advisory Services, (Commodities Markets) (Manager) (Multiple Positions) (1727615), Ernst & Young U.S. LLP, Houston, TX.

Provide audit and advisory services to companies with commodity operations and exposure. Assist clients and plan study of work problems and procedures, such as key organizational issues, communications, information flow, integrated production methods, or technology. Help commodity traders / hedgers conduct a comprehensive organizational gap analysis based upon leading industry practices. Gather and organize information on problems or procedures. Analyze data gathered and develop solutions or alternative methods of proceeding. Develop detailed implementation blueprints to enhance business capabilities and operational effectiveness. Confer with personnel concerned to ensure successful functioning of newly implemented systems or procedures.

Manage and motivate teams of professionals with diverse skills and backgrounds. Consistently deliver quality client services by monitoring progress. Demonstrate in-depth technical capabilities and professional knowledge. Maintain long-term client relationships and networks. Cultivate business development opportunities.

Full time employment, Monday – Friday, 40 hours per week, 8:30 am – 5:30 pm.

MINIMUM REQUIREMENTS:

Must have a Bachelor’s degree in Accounting, Finance, Business, Economics, Mathematics, Information Technology, or related field and 5 years of progressive, post-baccalaureate work experience with commodities markets. Alternatively, will accept a Master’s degree in Accounting, Finance, Business, Economics, Mathematics, Information Technology, or related field and 4 years of experience with commodities markets.

Must have 3 years of experience working with various commodity transaction types (physical and financial) across multiple markets including understanding and explaining rationale for hedging strategies and short- / long-term business objectives of the client.

Must have 3 years of experience in analyzing commodity risks and/or hedging strategies for various commodity instruments and markets, including in one or combination of any of the following: control and process design, re-design, and/or mitigation related activities.

Must have 3 years of experience with current regulatory landscape impacting the commodity markets (including Dodd Frank and FERC requirements); and experience with how commodity markets operate (in at least one or a combination of any of the following: power, gas, crude, metals and/or refined products).

Must have 3 years of experience leading cross functional discussions with client business units to determine and document functional requirements for potential trading application upgrades and/or implementations.

Must have 3 years of experience in one of the following:

• working on commodity trading audits;
• providing advisory services pertaining to financial risk management; or
• providing advisory services pertaining to commodity trading/hedging operations.

Must obtain CA, CCEP, CIA, CPA, CQF, GARP – FRM, PMP, or SCR certification within one year of hire.

Requires domestic travel up to 50% in order to serve client needs.

Employer will accept any suitable combination of education, training or experience.