Quantitative Analyst - Initial Margin, Vice President
388 GREENWICH STREET - TRADING, United States
USD 175K-250K Executive-level Full Time
Tasks
- Analyze market risk drivers and translate into margin methodologies
- Benchmark model performance against alternative methodologies
- Build initial margin models for OTC derivatives
- Create analytics tools for traders and quants
- Deliver presentations to senior management and regulators
- Design backtesting framework
- Design stress testing framework
- Develop quantitative models for product coverage and market features
- Produce technical documentation for stakeholders
- Provide daily analytical support for front office
Perks/Benefits
- Career mobility
- Hybrid work arrangements
- Medical insurance
- Paid time off
- Professional development
- Retirement plan
- Wellness programs
Skills/Tech-stack
Backtesting | Benchmarking | C++ | Extreme value theory | Market Risk | OTC Derivatives | Python | R | Risk Modeling | Statistics | Stress Testing
Education
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
Regions
Countries
States
Cities
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