As a Quantitative Analyst, you will report to the Director of R&D and collaborate closely with senior members of the Quantitative Research Group. Your role encompasses a comprehensive grasp of the firm’s asset pricing models, quantitative data acquisition system, portfolio and risk management reporting. You’ll take ownership of multiple facets of the daily data acquisition and risk system processes in a hands-on and collaborative environment.
Your Responsibilities:
- Develop a profound understanding of the firm’s analytics library, including database structure, C++ objects for market data and pricing models, analytics computation processes, and reporting mechanisms.
- Partner with team members and Trading Floor personnel to design advanced analytical tools for portfolio and risk management.
- Gain expertise in applications and processes handling structured and unstructured financial market data from diverse sources for pricing the fund’s portfolio. Participate in daily monitoring and issue resolution.
Desired Qualifications:
- Master’s degree in Computational Finance, Financial Mathematics, or Financial Engineering.
- 1+ years of quantitative finance experience, with familiarity in fixed-income instruments spanning interest rate, credit, correlation, and ABS domains.
- Strong understanding of object-oriented principles and proficiency in C++; familiarity with Python, C#, SQL, Bloomberg, and databases like Postgres or SQL Server.
- Exposure to multi-programmer environments is advantageous.
- Proven ability to deliver quality work under time constraints while collaborating effectively.
- Curiosity-driven mindset and enthusiasm for continuous learning.
Join us in a dynamic environment to contribute to advanced quantitative research and development!