Quantitative Analyst-FSRM-QAS-Trading Book-FSO-Manager-Multiple Positions-1626109

About the Role

Key Responsibilities

• Advise clients on Financial Services issues in the financial services industry, focusing on quantitative analysis.
• Deliver services in market risk, counterparty credit risk, risk management and governance, model development and implementation, model/system documentation, and model benchmarking.
• Design and apply quantitative techniques to help institutions develop and validate market risk modeling methodologies.
• Perform the practical application of advanced analytics techniques to help clients solve business problems and complex issues in the financial services industry.
• Apply statistical, economic, financial, or mathematical theories to process input data into quantitative estimates for risk identification, exposure valuation, stress testing, capital adequacy assessment, compliance measurement, or regulatory reporting.
• Communicate and interpret technical concepts to both technical and non-technical client stakeholders.
• Lead teams, monitor progress, manage risks, and ensure key stakeholders are kept informed about progress and expected outcomes.

Requirements

• Must have a Bachelor's degree in Mathematics, Statistics, Economics, Computer Science, Engineering, Physics, Finance, Data Science or a related field and 5 years of progressive post-baccalaureate work experience in quantitative analysis.
• Alternatively, must have a Master's degree in Mathematics, Statistics, Economics, Computer Science, Engineering, Physics, Finance, Data Science or a related field and at least 4 years of work experience in quantitative analysis.
• Alternatively, must have a PhD in Mathematics, Statistics, Economics, Computer Science, Engineering, Physics, Finance, Data Science or a related field and 2 years of work experience in quantitative analysis.
• Must have 2 years of work experience in at least 3 of the following areas: financial product engineering or research and development; designing and developing quantitative methods for capital markets and derivatives; front office pricing models, market and counterparty credit risk models, liquidity models, treasury models, operational risk models, or CCAR models; statistical and numerical techniques including probability and stochastic calculus; modeling knowledge of financial risks and derivative products; risk management, model development, validation, advanced analytics including machine learning; experience in market risk modeling and methodologies.
• Must have at least 2 years of work experience in at least 2 of the following programming languages: R, MATLAB, C/C++, Python, Java, SQL.
• Requires at least 1 year of experience managing projects and teams.
• Requires domestic and regional travel up to 70%.

Nice to Have

• Experience with advanced analytics models, machine learning algorithms (e.g., Random Forest, SVM, Deep Learning), or Blockchain development and application.
• Experience with big data, machine learning, and AI techniques using tools such as TensorFlow, Theano, Torch, Keras.

Qualifications

• Bachelor's, Master's, or PhD in relevant fields such as Mathematics, Statistics, Economics, Computer Science, Engineering, Physics, Finance, Data Science.

Benefits & Perks

• A comprehensive compensation and benefits package including a base salary of $187,115.00 per year.
• Medical and dental coverage, pension and 401(k) plans, and a wide range of paid time off options.
• Hybrid work model with in-person and remote work.
• Flexible vacation policy and time off for holidays, winter/summer breaks, personal/family care, and other leaves of absence.
• Opportunities for continuous learning, leadership development, and working in a diverse and inclusive culture.