Additionally, 3 years of experience must include: Designing quantitative frameworks and pricing utilities for counterparty credit risk and XVA-related analytics; Developing and implementing pricing models for Interest Rate, FX, Commodity, and Credit derivatives; Developing analytics libraries and tools used for derivatives pricing, risk analysis, and trading desk decision-making; Liaising with trading desks, including developing solutions, guiding strategy, risk considerations, and pricing implications; C++; and Regulatory stress testing and capital calculation frameworks, including CCAR, ICAAP, GSST. Full span of experience must include: Data analysis on large financial datasets; Quantitative project management; Automating testing procedures and validation processes for quantitative models and analytical tools, using scalable numerical computation techniques; Python, and SQL; and Mathematical finance, statistics, probability, and calculus-based numerical methods, including Monte Carlo simulation and partial differential equation techniques.