Vice President, Quantitative Analyst
Location(s): New York, New York, United States
USD 175K-250K Executive-level Full Time
Tasks
- Build Monte Carlo simulation solutions
- Build PDE based pricing models
- Collaborate with trading desks to deliver valuation tools
- Design and implement quantitative analytics libraries
- Develop high performance quantitative systems
- Develop pricing and valuation models
- Implement object oriented production software
- Integrate machine learning into modeling workflows
- Partner with risk compliance and audit teams for governance
Perks/Benefits
- 401k
- Disability insurance
- Life insurance
- Medical, dental, and vision coverage
- Paid Holidays
- Paid time off
- Wellness programs
Skills/Tech-stack
.NET | Artificial Intelligence | C# | C++ | Hardware acceleration | High Performance | High-Performance Computing | Java | KDB+ | Machine Learning | Mathematical Finance | Monte Carlo | Monte Carlo Simulation | Numerical Methods | Object-Oriented | Object-oriented design | Partial differential equation | Partial differential equation PDE | Performance Computing | Probability theory | Python | SQL | Statistics
Education
N/A
Regions
Countries
States
Cities
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