Global Banking & Markets - New York - Vice President, Quantitative Engineering - 3937401

Job Duties

• Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues.
• Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables.
• Lead the development, implementation, and documentation of scenarios comprised of a broad range of economic and financial variables for businesses within the Firm.
• Develop, maintain, and improve electronic trading systems for the hedging of interest rate products.
• Implement data-driven algorithms with statistical models across multiple interest rate products to identify and generate revenue opportunities.
• Build and implement electronic trading algorithms while utilizing historical quantitative data to benchmark and improve algorithm performance against market-based metrics.
• Communicate with line trading and sales on day-to-day issues and short-term feature requests, as well as long-term requests and strategic direction.
• Mentor junior and mid-level team members.

Job Requirements

• Bachelor’s degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or related quantitative field and four (4) years of experience in job offered or a related role.
• Prior experience must include four (4) years of experience with the following skills: C++, Java, or Python; developing automated quoting, risk management, hedging and execution algorithms; quantitative analysis using advanced econometric, statistical, and mathematical techniques, including Bayesian analysis, time series analysis, or machine learning algorithms ; performing risk management or scenario-based analysis; developing rigorous and scalable data management and analysis tools to provide risk oversight and support the investment process; and statistics and data driven performance analysis, including Linear Regression or Time Series Analysis to measure performance.

Pay

Salary Range: Annual base salary for this New York, New York -based position is $74,000 - $276,000.