Markets Quantitative Analyst - Capital Analytics

This role sits at the intersection of quantitative modeling, software engineering, regulatory capital, and front-office trading. You will develop sophisticated cross-asset analytics that support global markets and regulatory capital calculations. Your work will help traders and structurers make more capital-efficient pricing and structuring decisions while strengthening regulatory reporting capabilities.

About the role

You will collaborate closely with quantitative analysts, technology teams, traders, and senior risk professionals in a high-performing environment. The position offers meaningful ownership of production systems and analytics with direct visibility into business and regulatory outcomes. It is particularly suited to a quantitatively strong professional who enjoys solving complex problems and turning mathematical concepts into robust, production-ready solutions.

Responsibilities

• Design, develop, maintain, and enhance cross-asset quantitative analytics supporting regulatory capital frameworks, including SA-CCR, risk-weighted assets (RWA), resolution metrics, and G-SIB indicators.
• Build efficient, well-structured, production-quality quantitative solutions using Python and/or C++.
• Partner with traders, structurers, and quantitative analysts to generate insights that inform capital-efficient pricing, trading, and structuring decisions.
• Collaborate with Technology teams to develop and improve production systems that generate daily regulatory capital outputs for front-office, risk, and regulatory reporting.
• Apply quantitative finance techniques to complex capital, pricing, and risk analytics challenges.
• Help ensure analytical outputs meet high standards for governance, auditability, accuracy, and regulatory compliance.
• Translate complex quantitative concepts and analytical results into clear recommendations for technical specialists, traders, and senior risk stakeholders.
• Contribute to the ongoing evolution of capital analytics capabilities across global markets.

Requirements

• Master's degree, PhD, or equivalent experience in mathematics, physics, engineering, computer science, quantitative finance, or another highly quantitative discipline.
• Strong programming skills in Python and/or C++, with demonstrated ability to develop maintainable, efficient, production-quality code.
• Solid understanding of quantitative finance and mathematical techniques, including probability, linear algebra, numerical methods, and their applications to pricing and risk analytics.
• Strong analytical and problem-solving capabilities, with an ability to work through complex quantitative challenges.
• Excellent communication skills and the ability to explain technical concepts effectively to both quantitative and non-quantitative stakeholders.
• Strong attention to detail and a disciplined approach to governance, auditability, and regulatory accuracy.
• Ability to collaborate effectively across quantitative analytics, technology, trading, and risk functions.
• Interest in regulatory capital, financial markets, and the application of quantitative methods to real-world trading and risk-management challenges.

Benefits

• Salary: $150,000–$175,000 base salary, with additional compensation opportunities potentially including discretionary and formulaic incentive or retention awards.
• Hybrid work: Flexible hybrid working model combining remote work with in-person collaboration in New York.
• Healthcare: Medical, dental, and vision coverage for eligible employees.
• Retirement: 401(k) savings plan.
• Insurance: Life, accident, and disability insurance.
• Time off: Vacation, sick leave, and paid holidays.
• Wellness: Access to wellness programs and employee well-being resources.
• Professional development: Structured training, mentorship, and opportunities to strengthen advanced quantitative and technical skills.
• Career growth: Opportunities to build a long-term career across a global financial-services platform.
• Collaborative environment: Direct exposure to experts across quantitative analytics, technology, trading, and risk.