Quantitative Analyst - Initial Margin, Vice President
388 GREENWICH STREET - TRADING, United States
USD 175K-250K Executive-level Full Time
Tasks
- Analyze market risk drivers
- Create technical documentation
- Design model performance testing
- Develop and enhance quantitative models
- Provide support to front office
Perks/Benefits
Skills/Tech-stack
Derivatives pricing | Extreme value theory | Market Risk | Market risk frameworks | Programming (C++ | Python | Quantitative modeling | R | Risk Frameworks | Risk Management | Statistical Analysis
Education
Roles
Regions
Countries
States
Cities
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