Position: Quantitative Research
This position has full participants or has passed application deadline.
Company: A famous bank
Listed by QiShiCPC
Job description: Our group is seeking a well-rounded hands-on quantitative model developer in NYC that is experienced in researching, implementing, prototyping, and supporting enterprise-level pricing and risk systems. The primary role for this position will be to develop quantitative Market Risk Value-at-risk (VaR) models and infrastructure for market risk management and regulatory capital calculation for the SPG line of business. Our team partners closely Review, Front Office Trading, Desk Quants, Market Risk Technology, Product Controllers, and Senior Management in delivering innovative industry-leading quantitative financial solutions in a peer-reviewed environment for assessing the overall market risk for the SPG line of business. In addition, we are providing on the job training, intensive internal classroom training, and online courses, all given by our experienced quants, Through the diversity of the business it supports and the variety of functions that it is responsible for Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.
Requirement: 1. You demonstrate you are a creative problem solver; are forward-thinking and are curious about the world of finance; 2. You understand advanced mathematics required in financial modeling, such as probability theory, time series analysis, statistics etc; 3. You have excellent practical data analytics skills in handling big data sets from previous technical hands-on working experience, including familiarity with methods and tools for big data analysis (i.e., pandas, numpy, scikit, machine learning, etc.); 4. You are familiar with technical tools and platforms for data analysis, visualization, and modeling in Python (i.e., pandas, scipy, sklearn, Jupyter notebook); 5. You demonstrate proficiency in software design and programming skills, with the primary focus on Python; 6. You are enthusiastic about knowledge sharing and demonstrate efficient and constructive collaboration with our partners and stakeholders; 7. You have excellent communication skills both verbal and written, and you can well articulate your quantitative thoughts into words and messages clearly and compellingly. Desirables: 1. Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Finance, Computer Science or similar quantitative fields required. Any relevant academic research publication is a plus; 2. 1-5 years of work experience in a quantitative field preferred; very proactive and delivery focus; 3. Excellent analytical, problem-solving, and troubleshooting skills; 4. Ability to implement algorithms in multiple computing environments and languages; strong Python programming skills required; any experience in "Intex" is a plus; 5. Strong oral communication and documentation skills; 6. Knowledge of Fixed Income markets; having knowledge in structured products is a plus, but it is not strictly required.
Announce date: May 29, 2021
Application deadline: June 29, 2021
Expire date: July 29, 2021
Open to public (Anyone can apply)
This position is free to apply
Maximum applicants: 100
2 people already applied
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