Vice President Quantitative Analyst

About the role

QTS Cross Products Quants team is seeking a Vice President Quantitative Analyst to develop, maintain, and document valuation and risk models for capital and margin. The role includes modernizing models and infrastructure to optimize financing costs.

Responsibilities

• Develop and implement tools to support trading desk, quantitative strategies infrastructure, and risk management activities.
• Gather new requirements from the trading desk and manage delivery of solutions through quant libraries and associated IT systems.
• Provide general day-to-day quantitative support to the trading desk.
• Provide desk-based research assistance as required.
• Coordinate with risk and functional teams to submit front office-developed models for vetting and use in the bank's risk framework.

Requirements

• Master’s Degree in a quantitative discipline.
• Good understanding of mathematical finance.
• 2 years of relevant experience, preferably at a fixed-income desk in a large financial institution.
• Proficiency in Python, C++, and SQL.
• Demonstrated ability in written and oral communication skills.
• Effective time management skills.
• Ability to meet consistently high-quality standards with simultaneous workstreams.

Nice-to-have

• Capital and Margin metrics/regimes/analytics.
• Option Pricing.
• Experience with Credit/Govies.
• Experience with Fx/Commodities.

Benefits

• A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable.
• Leaders who support your development through coaching and managing opportunities.
• Ability to make a difference and lasting impact.
• Work in a dynamic, collaborative, progressive, and high-performing team.
• A world-class training program in financial services.
• Flexible work/life balance options.
• Opportunities to do challenging work.

Pay

The expected salary range for this position is $135,000 - $225,000, depending on factors including but not limited to the candidate's experience, skills, registration status, market conditions, and business needs. This range does not include other elements of total compensation, such as a discretionary bonus and benefits.

Location: Brookfield Place (200 Vesey Street, New York, United States). Full-time role with 40 work hours per week.