Requires Three (3) years of experience with the following skills: Utilizing Stochastic Calculus; Linear Optimization; Numerical Methods; Fixed Income Credit Products Modeling, including Derivatives: Corporate Loans, Bonds, Credit Default Swaps, Credit Index and Credit Index Options; Conducting Time Series Analysis; Multivariate Analysis; Analyzing advanced Statistical Methods; Object-Oriented Programming (C++ or Java); Python; Working with Financial Risk metrics estimates and interpretations; Monitoring and Summarizing Financial Risk reports to technical audience; and. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries.