Lead Securities Quantitative Analytics Specialist (Req. #002530)
Job Role and Responsibility
Design, development, and implementation of quantitative models for Credit and SPG risk management, trading strategies, and pricing of Credit and SPG products.
Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants, providing expertise in relevant software design, implementation and performance optimization.
Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management.
Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process.
Support the trading desk with questions about deployed models.
Qualifications
- Master's degree in Finance, Statistics, Mathematics, or related quantitative field
- Five (5) years of experience in the job offered or in a related position involving securities quantitative analytics experience
Specific Skills Required
- Five (5) years of quantitative development experience
- Four (4) years Credit and SPG modeling and model implementation experience
- Experience with Credit and SPG products PnL process development and implementation
- Experience working with Sales and Trading partners as a front office quant
- Financial mathematics, particularly stochastic calculus, Monte-Carlo or other numerical methods
- Programming in C++ and Python, and proficient in the model implementation
- Experience with model documentation and model validation
Pay and Benefits
$185,000 - $300,000 Pay Range
Employees may also be eligible for incentive opportunities.
Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement
Scholarships for dependent children
Adoption reimbursement