The GE Quantitative Analytics team is looking for an experienced Delta-One desk quant to scale up our business. In this role, the candidate will help improve various aspects of swap systems and provide front-office quant support. The candidate is expected to have in-depth knowledge and a solid understanding of relevant financial mathematics and modeling, be familiar with most common Delta-One products (and swaps in particular), experienced in implementing solutions, and be able to communicate effectively with traders, structurers, back-office, tech and other quants. What will you do? Desk Support: provide desk-support to Delta-One traders – help with trading’s pricing needs, investigate and resolve Risk/ PNL and other related issues (e.g. making model adjustments, and adapting new calculation methodologies and data output structures - as requirements emerge through live client flow). Analytics Development: improve the overall analytics quality, performance, and product & model coverage – more specifically, to. Provide additional model coverage on futures, convertible bonds, cross-currency funding models (capturing FX basis and funding mismatches for clients trading non-domestic underlying), and on emerging asset classes (e.g. digital assets). Enhance dividend & borrow handling:to better capture dividend uncertainty, corporate-actions impact on dividend expectations; to devise dividend forecasting models covering ordinary, special, and return-of-capital distributions across global markets, including tax treatment by jurisdiction and entity typesto more comprehensively incorporate repo rates, stock loan and borrow costs, term funding curves, and hard-to-borrow dynamics so as to ensure swap pricing accurately reflects the desk's cost of carry and financing risk. Add product features to support full range of trade terms, lifecycle events, and booking structures required for straight-through processing of client activity. Process Improvement: pricing automation, booking workflow, risk monitoring and cashflow settlement – more specifically, to. Streamline end-to-end custom basket lifecycle — creation, rebalancing, corporate actions, and downstream data delivery — with constituent-level analytics including rebalance P&L attribution and support for intraday composition changes alongside end-of-day baskets. Automate inventory internalization by netting longs/shorts across books, and, generate basket proposals for funding swap flow, reducing manual effort and improving response times to clients. Applications & Platform Development:Generate reports for index decomposition, rebalance analysis, and execution management. Develop granular P&L attribution decomposing returns across strategies, clients, trade types, markets, and sectors. Improve transparency into positional data to support better trade analysis, risk intelligence, and decision-making. Design and build desk-level risk applications providing a holistic view of risk parameters, sensitivities, and trade attributes across the book. What do you need to succeed? Must have:Education: advanced degree (MS/ PhD) in mathematical finance, applied mathematics/statistics, physics, engineering and a related quantitative field. Experience: VP or Director level witha minimum of 3-years of front-desk quant-support experienceworking knowledge of financial instruments pricing framework, model data structure, and Risk & PNL implementationshands-on development work in the pricing analytics & familiarity with common Delta-One and vanilla products. Software: C and Python. Communications: good communication skills.