As a Quantitative Analyst reporting to the Director of R&D, you’ll collaborate closely with senior members of the Quantitative Research Group. Your role is to master our asset pricing models, quantitative data system, and portfolio/risk management reporting. You’ll take ownership of daily data acquisition and risk processes, emphasizing practical quantitative research and development in a collaborative, fast-paced environment.
Responsibilities:
- Gain in-depth understanding of our analytics library, database layout, C++ objects, and reporting systems.
- Partner with team and Trading Floor to create advanced analytical tools for portfolio and risk management.
- Familiarize yourself with data collection, validation, and normalization processes for financial market data.
- Participate in daily monitoring and issue resolution of data/analytics.
Qualifications:
- Master’s degree in Computational Finance, Financial Mathematics, or Financial Engineering.
- 1+ years’ experience in quantitative finance.
- Familiarity with fixed-income instruments like interest rates, credit, and ABS.
- Proficiency in object-oriented concepts and programming (C++).
- Familiarity with Python, C#, SQL, Bloomberg, and databases (Postgres/SQL Server).
- Multi-programmer environment experience is a plus.
- Strong time management, collaboration, and problem-solving skills.
- Curiosity and eagerness to learn drive your success.
Don’t miss this chance to be part of our dynamic quantitative research team!