Quantitative Research
Quantitative Research
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$ 200000 - 285000
1 Vacancy
Job Description
DESCRIPTION:
Duties: Develop core framework of the risk management system by employing cutting edge programming technologies using quantitative models and delivering endtoend solutions utilizing this framework. Work closely with Market Risk Technology and Coverage teams Product Specialists and Front Office Quants. Actively participate in delivery of endtoend solutions for calculation of VaR Stress and Regulatory Capital. Employ various technologies and Python language coding. Design efficient solutions for market risk management. Work on the implementation of the next generation of Market Risk analytics platform. Improve the performance and scalability of analytics algorithms. Liaise and collaborate with various functions such as Market Risk Coverage and Technology Product Specialists and Front Office QR.
QUALIFICATIONS:
Minimum education and experience required: Masters degree in Financial Mathematics Mathematics Computer Science Finance or related field of study plus five (5) years of experience in the job offered or as Quantitative Research Principal Consultant or related occupation.
Skills Required: This position requires experience with the following: Python; Data Structures; Standard Algorithms; Object Oriented Design; Financial Risk Management; Risk Measurement and Capital Calculation; Forward Contract Pricing; Option Contract Pricing; Swap Contract Pricing; Currency and Interest Rate Derivatives Pricing.
Job Location: 545 Washington Blvd Jersey City NJ 07310.
FullTime. Salary: $200000 $285000 per year.
Employment Type
Full-Time
