Lead Securities Quantitative Analytics Specialist (Req. #002530)
110832-NY-30 Hudson Yards, New York, United States
R
USD 185K-300K Senior-level Full Time
Tasks
- Collaborate with business stakeholders
- Construct yield curves using optimization
- Design quantitative credit models
- Develop model documentation
- Develop trading strategies
- Follow agile SDLC process
- Implement pricing models
- Integrate and deploy curve construction
- Optimize software performance
- Support trading desk with model questions
- Validate quantitative models
Perks/Benefits
- 401k plan
- Adoption reimbursement
- Commuter benefits
- Critical caregiving leave
- Disability benefits
- Discounts and savings
- Life insurance
- Paid time off
- Parental leave
- Scholarships for dependent children
- Tuition reimbursement
Skills/Tech-stack
Agile | C++ | Credit Risk | Credit risk modeling | Curve construction | Financial Mathematics | Model Documentation | Model Validation | Monte Carlo | Numerical Methods | Optimization | Python | Risk Modeling | SDLC | Stochastic Calculus
Education
Regions
Countries
States
Cities
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