Senior Lead Securities Quantitative Analytics Specialist (Req. #000895)

Job Role and Responsibility

Advise senior leadership to develop or influence objectives, plans, specifications, resources, and long-term goals for highly complex business and technical needs across Securities Quantitative Analytics. Combine mathematical programming and market expertise, to build and generate systematic strategies. Lead the strategy and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywide. Deliver solutions that are long-term, large-scale and require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to others. Use quantitative and technological techniques to solve complex business problems. Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation. Provide vision, direction and expertise to more experienced leadership on implementing innovative and significant business solutions that are large-scale cross-functional or companywide strategies. Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior. Engage with all levels of professionals and managers companywide and serve as an expert advisor to leadership. Work constructively in collaboration with business, model development, model validation, and information technology. Play an integral role to the trading floor.

Required Qualifications

• Master's degree in Mathematics, Computer Science, or related quantitative field
• Five (5) years of experience in the job offered or in a related position involving securities quantitative analytics

Specific Skills Required

• Derivative products and capital markets experience across one or more asset classes, including rates, foreign exchange, credit, equities, and/or commodities, with a strong understanding of market conventions and risk drivers
• Quantitative finance expertise encompassing derivatives pricing, valuation, and market risk analytics across multiple asset classes, including support for front-office risk management and regulatory use cases
• Advanced hands-on programming experience in Java and C++, with working proficiency in Python, R, and SAS, and demonstrated use of functional programming techniques to implement scalable quantitative analytics
• Experience designing and implementing asynchronous, event-driven, or reactive architectures suitable for real-time or near-real-time risk, pricing, and PnL computation
• Enterprise-scale software development experience, including integration with large distributed systems, database access using SQL, and use of source-control and code-repository tools within an Agile SDLC
• Capital markets risk technology experience, including platforms that support front-office risk, market risk calculations, valuation, PnL explain, and coordination with Risk and Finance functions
• Product development on Linux and Unix environments, including deployment, performance tuning, and operational support of production quantitative systems
• Strong background in statistical analysis and quantitative methods, including stochastic modeling, simulation, numerical optimization, and computational techniques used in pricing and risk management
• Knowledge of regulatory and capital frameworks for financial institutions, including requirements relevant to market risk and capital calculations (e.g., regulatory reporting and internal risk management standards)

Benefits

• 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