VP, Quant Analyst - Central Modelling Solutions Team

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This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products.

The Central Modelling Solution Quantitative Strategies Data Group (CMS QSDG) is looking for one new hire, up to VP level in NY, to support expanded deliverables to the XVA trading desks. The role includes model design and development implemented in Python and C++, as well as applications to support day-to-day trading activities and regulatory requirements.

The role spans across multiple asset classes (including Equity, Credit, IR, FX and Mortgages). Although the candidates are not expected to have in depth knowledge across all of these, it is beneficial if they possess some familiarity and modelling knowledge for at least some of these areas. The role requires strong skills in both programming and financial modelling. Excellent communication skills, both verbal and written, are also expected.

Role Description:

• Global team providing solutions across lines of business and asset classes.
• Detailed design & development of front office pricing, automated hedging, optimization and machine learning models.
• Opportunities to work on a variety of complex applications.
• Working entirely in Front Office alongside quant colleagues & traders.
• Support traders, research strategies and regulatory requirements to a large degree.

Competencies and Requirements:

• relevant work experience, OR Masters or PhD-level in a STEM field is preferred
• Excellent mathematical skills including a strong grasp of option pricing, stochastic calculus, probability, statistics and numerical analysis.
• Excellent programming skills in python and, ideally, C++ (or C#).
• Work experience within a relevant quant/finance field is a plus.
• Excellent communication skills, including the ability to write clear technical documents.

Shift:

1st shift (United States of America)

Hours Per Week:

40